+16.7%
WBD vs DOC
-27.4%
+44.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.9% | +14.1% | +22.8% | +24.7% |
| 7D | +36.9% | +14.1% | +22.8% | +24.7% |
| 30D | +36.9% | +14.1% | +22.8% | +24.7% |
| 3M | +36.9% | +14.1% | +22.8% | +24.7% |
| 6M | +36.9% | +14.1% | +22.8% | +24.7% |
| YTD | +36.9% | +14.1% | +22.8% | +24.7% |
| 1Y | +63.0% | +3.9% | +59.0% | +58.5% |
| 3Y | +206.7% | +31.6% | +175.2% | +147.4% |
| All | +16.7% | -27.4% | +44.1% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling