+21.1%
WBD vs DOC
+7.0%
+14.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +17.0% | -3.3% | +5.9% |
| 7D | +13.7% | +17.0% | -3.3% | +5.9% |
| 30D | +13.7% | +17.0% | -3.3% | +5.9% |
| 3M | +13.7% | +17.0% | -3.3% | +5.9% |
| 6M | +13.3% | +17.6% | -4.3% | +5.1% |
| YTD | +7.4% | +23.0% | -15.6% | -2.8% |
| 1Y | +63.0% | +3.9% | +59.0% | +58.8% |
| 3Y | +206.7% | +31.6% | +175.2% | +170.6% |
| 5Y | +18.4% | -25.4% | +43.7% | +28.5% |
| All | +21.1% | +7.0% | +14.1% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling