+8.9%
DOCS vs WY
-22.5%
+31.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | -1.4% | -1.7% | +0.3% | -1.0% |
| 30D | +21.8% | -10.1% | +31.9% | +25.5% |
| 3M | +27.3% | -5.1% | +32.4% | +29.0% |
| 6M | -0.3% | -4.8% | +4.4% | +0.5% |
| YTD | -40.5% | -0.2% | -40.3% | -41.4% |
| 1Y | -61.5% | -6.6% | -54.9% | -61.1% |
| All | +8.9% | -22.5% | +31.5% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling