-34.9%
DOCS vs WWD
+23.9%
-58.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | +0.1% | +8.2% | -8.1% | +0.5% |
| 30D | +8.7% | -0.2% | +8.9% | +8.7% |
| 3M | +32.9% | -8.4% | +41.3% | +31.8% |
| 6M | +25.5% | -9.5% | +35.0% | +24.7% |
| YTD | -25.0% | +10.1% | -35.1% | -27.0% |
| 1Y | -34.9% | +21.6% | -56.4% | -38.1% |
| All | -34.9% | +23.9% | -58.7% | -38.1% |
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