-61.5%
DOCS vs WWD
+41.9%
-103.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -2.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.3% |
| 30D | +21.8% | -7.2% | +29.0% | +21.3% |
| 3M | +27.3% | -3.8% | +31.1% | +26.9% |
| 6M | -0.3% | -9.9% | +9.6% | -0.9% |
| YTD | -40.5% | +14.8% | -55.3% | -41.6% |
| 1Y | -61.5% | +42.1% | -103.6% | -63.3% |
| All | -61.5% | +41.9% | -103.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling