-48.1%
DOCS vs WWD
+19.4%
-67.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -4.7% |
| 7D | -1.3% | -2.6% | +1.2% | -1.5% |
| 30D | +19.4% | -7.7% | +27.1% | +18.7% |
| 3M | +53.4% | -17.7% | +71.1% | +50.9% |
| 6M | +28.8% | -15.9% | +44.7% | +27.0% |
| YTD | -25.1% | +1.8% | -26.8% | -27.0% |
| 1Y | -48.1% | +17.4% | -65.6% | -51.1% |
| All | -48.1% | +19.4% | -67.5% | -51.1% |
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