+10,726.6%
WAT vs DOC
+853.1%
+9,873.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | +2.3% | -4.8% | +7.1% | +3.6% |
| 3M | +8.7% | +6.9% | +1.9% | +6.7% |
| 6M | +28.3% | +20.7% | +7.6% | +21.2% |
| YTD | +7.8% | +34.1% | -26.4% | -1.1% |
| 1Y | +36.6% | +22.6% | +14.0% | +28.2% |
| 3Y | +45.7% | +20.8% | +24.8% | +36.4% |
| 5Y | -3.3% | -24.9% | +21.6% | +1.4% |
| 10Y | +162.1% | -1.8% | +163.9% | +146.3% |
| All | +10,726.6% | +853.1% | +9,873.5% | +5,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling