+214.2%
WBD vs DOC
+113.8%
+100.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +5.9% | -7.2% | +13.1% | +8.7% |
| 30D | +17.4% | -8.2% | +25.5% | +20.9% |
| 3M | +73.2% | +7.3% | +65.9% | +68.7% |
| 6M | +161.0% | +2.8% | +158.2% | +157.7% |
| YTD | +110.9% | -7.8% | +118.7% | +117.5% |
| 1Y | +170.8% | -13.8% | +184.6% | +185.8% |
| 3Y | +86.2% | -11.2% | +97.5% | +94.7% |
| 5Y | +5.5% | -19.3% | +24.8% | +13.0% |
| 10Y | -28.3% | -9.9% | -18.4% | -30.1% |
| All | +214.2% | +113.8% | +100.4% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling