+142.7%
WBD vs DOC
+20.8%
+121.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | -1.8% | -1.5% | -0.3% | -1.1% |
| 30D | +8.8% | -4.8% | +13.5% | +11.3% |
| 3M | +4.6% | +6.9% | -2.3% | +0.4% |
| 6M | +1.1% | +20.7% | -19.7% | -10.3% |
| YTD | -2.0% | +34.1% | -36.1% | -19.6% |
| 1Y | +140.0% | +22.6% | +117.4% | +108.4% |
| All | +142.7% | +20.8% | +121.9% | +94.0% |
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 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