+12,266.3%
WAT vs DOC
+840.7%
+11,425.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | -1.9% | +8.7% | -10.7% | -4.1% |
| 30D | +6.2% | +7.6% | -1.4% | +4.1% |
| 3M | +18.1% | -5.3% | +23.3% | +19.4% |
| 6M | +54.9% | +27.6% | +27.3% | +44.0% |
| YTD | +23.1% | +32.4% | -9.3% | +13.1% |
| 1Y | +27.3% | +22.9% | +4.4% | +19.2% |
| 3Y | +79.5% | +43.1% | +36.4% | +60.8% |
| 5Y | +35.0% | -21.4% | +56.3% | +39.8% |
| 10Y | +238.7% | +16.8% | +221.9% | +205.2% |
| All | +12,266.3% | +840.7% | +11,425.6% | +6,384.0% |
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 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