-51.1%
DOCS vs WY
-31.8%
-19.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -1.3% | +9.5% | -10.9% | -6.0% |
| 30D | +19.4% | +16.3% | +3.1% | +10.0% |
| 3M | +53.4% | -15.5% | +68.9% | +67.4% |
| 6M | +28.8% | -7.1% | +35.9% | +31.8% |
| YTD | -25.1% | -6.3% | -18.8% | -25.0% |
| 1Y | -48.1% | -0.3% | -47.9% | -50.3% |
| 3Y | +51.4% | -23.5% | +74.9% | +65.8% |
| 5Y | -51.1% | -31.1% | -20.0% | -37.8% |
| All | -51.1% | -31.8% | -19.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling