-38.7%
DOCS vs WY
-24.0%
-14.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.5% |
| 7D | -0.8% | +3.1% | -3.9% | -2.3% |
| 30D | +17.4% | +13.0% | +4.4% | +9.9% |
| 3M | +57.4% | -16.8% | +74.2% | +72.8% |
| 6M | +26.5% | -11.2% | +37.7% | +32.7% |
| YTD | -26.6% | -9.1% | -17.5% | -25.3% |
| 1Y | -48.1% | -4.8% | -43.3% | -48.8% |
| 3Y | +52.6% | -25.3% | +77.9% | +68.8% |
| 5Y | -52.1% | -33.2% | -18.9% | -39.5% |
| All | -38.7% | -24.0% | -14.7% | -26.7% |
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