-66.6%
WBD vs DOCS
-42.1%
-24.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +16.2% | -11.2% | +1.4% |
| 7D | -13.9% | +8.7% | -22.6% | -15.7% |
| 30D | -7.6% | +7.0% | -14.6% | -9.1% |
| 3M | -28.3% | -4.3% | -23.9% | -27.8% |
| 6M | -22.3% | -29.3% | +7.0% | -17.3% |
| YTD | +6.9% | -29.0% | +35.8% | +13.1% |
| 1Y | -6.2% | -9.5% | +3.3% | -6.2% |
| All | -66.6% | -42.1% | -24.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling