-37.3%
DOCS vs WY
-25.2%
-12.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | -5.1% | +0.9% | -1.6% |
| 30D | +8.6% | +9.0% | -0.4% | +3.6% |
| 3M | +27.2% | -16.7% | +43.9% | +39.5% |
| 6M | +26.5% | -10.3% | +36.8% | +31.8% |
| YTD | -25.0% | -10.5% | -14.5% | -23.1% |
| 1Y | -37.0% | -5.9% | -31.1% | -37.5% |
| 3Y | +39.4% | -24.7% | +64.1% | +52.2% |
| 5Y | -56.7% | -31.5% | -25.2% | -45.7% |
| All | -37.3% | -25.2% | -12.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling