-51.1%
DOCS vs WU
-40.6%
-10.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -6.3% |
| 7D | -1.3% | +13.0% | -14.4% | -5.1% |
| 30D | +19.4% | +14.3% | +5.1% | +14.4% |
| 3M | +53.4% | +0.1% | +53.3% | +52.9% |
| 6M | +28.8% | -17.7% | +46.5% | +35.4% |
| YTD | -25.1% | -17.3% | -7.7% | -21.8% |
| 1Y | -48.1% | -11.1% | -37.1% | -47.2% |
| 3Y | +51.4% | -19.8% | +71.2% | +53.5% |
| 5Y | -51.1% | -40.5% | -10.6% | -41.4% |
| All | -51.1% | -40.6% | -10.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling