+38.0%
WBD vs DOC
+11.8%
+26.2%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +17.0% | -3.3% | +5.7% |
| 7D | +13.7% | +17.0% | -3.3% | +5.7% |
| 30D | +13.7% | +17.0% | -3.3% | +5.7% |
| 3M | +13.7% | +17.0% | -3.3% | +5.7% |
| 6M | +13.3% | +17.6% | -4.3% | +5.3% |
| YTD | +7.4% | +23.0% | -15.6% | -0.4% |
| All | +38.0% | +11.8% | +26.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling