-3.2%
WAT vs DOC
-24.5%
+21.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -1.3% | -1.5% | +0.2% | -0.7% |
| 30D | +2.3% | -4.8% | +7.1% | +4.3% |
| 3M | +8.7% | +6.9% | +1.9% | +5.4% |
| 6M | +28.3% | +20.7% | +7.6% | +17.1% |
| YTD | +7.8% | +34.1% | -26.4% | -6.6% |
| 1Y | +36.6% | +22.6% | +14.0% | +23.0% |
| 3Y | +45.7% | +20.8% | +24.8% | +30.1% |
| All | -3.2% | -24.5% | +21.3% | +3.8% |
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