+229.7%
WAB vs DOC
-22.8%
+252.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | 0.0% |
| 7D | +4.5% | +8.7% | -4.2% | +1.6% |
| 30D | +1.1% | +7.6% | -6.6% | -1.6% |
| 3M | -1.3% | -5.3% | +4.0% | +0.3% |
| 6M | +12.7% | +27.6% | -14.9% | +1.8% |
| YTD | +38.7% | +32.4% | +6.3% | +22.6% |
| 1Y | +44.9% | +22.9% | +22.1% | +32.0% |
| 3Y | +169.0% | +43.1% | +125.9% | +124.0% |
| 5Y | +229.7% | -21.4% | +251.1% | +280.9% |
| All | +229.7% | -22.8% | +252.5% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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