+27.3%
WAT vs DOC
+21.8%
+5.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | -1.9% | +8.7% | -10.7% | -3.0% |
| 30D | +6.2% | +7.6% | -1.4% | +5.1% |
| 3M | +18.1% | -5.3% | +23.3% | +19.2% |
| 6M | +54.9% | +27.6% | +27.3% | +46.2% |
| YTD | +23.1% | +32.4% | -9.3% | +12.7% |
| 1Y | +27.3% | +22.9% | +4.4% | +20.6% |
| All | +27.3% | +21.8% | +5.5% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling