+35.0%
WAT vs DOC
-22.8%
+57.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.5% |
| 7D | -1.9% | +8.7% | -10.7% | -5.2% |
| 30D | +6.2% | +7.6% | -1.4% | +3.0% |
| 3M | +18.1% | -5.3% | +23.3% | +20.3% |
| 6M | +54.9% | +27.6% | +27.3% | +37.5% |
| YTD | +23.1% | +32.4% | -9.3% | +6.8% |
| 1Y | +27.3% | +22.9% | +4.4% | +14.3% |
| 3Y | +79.5% | +43.1% | +36.4% | +47.1% |
| 5Y | +35.0% | -21.4% | +56.3% | +48.0% |
| All | +35.0% | -22.8% | +57.8% | +48.0% |
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