+223.0%
WAT vs DOC
+14.9%
+208.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -5.6% | +6.2% | -11.9% | -7.5% |
| 30D | +3.8% | +6.5% | -2.7% | +1.6% |
| 3M | +13.3% | -6.2% | +19.5% | +15.3% |
| 6M | +32.2% | +25.6% | +6.6% | +21.1% |
| YTD | +19.3% | +32.1% | -12.8% | +7.1% |
| 1Y | +21.8% | +20.3% | +1.5% | +12.9% |
| 3Y | +73.9% | +42.7% | +31.2% | +51.1% |
| 5Y | +32.1% | -22.2% | +54.2% | +37.0% |
| All | +223.0% | +14.9% | +208.1% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling