+97.4%
WBD vs DOC
+16.8%
+80.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | +7.7% | -2.7% | +10.4% | +9.8% |
| 30D | +19.0% | -8.9% | +28.0% | +27.1% |
| 3M | +76.6% | +5.6% | +71.0% | +68.6% |
| 6M | +164.6% | +1.9% | +162.7% | +157.0% |
| YTD | +113.8% | -8.6% | +122.4% | +126.7% |
| 1Y | +176.6% | -15.7% | +192.3% | +208.8% |
| All | +97.4% | +16.8% | +80.6% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling