-13.4%
WBD vs DOCS
-5.2%
-8.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.4% |
| 7D | +6.7% | -4.2% | +10.8% | +7.7% |
| 30D | +19.3% | -12.0% | +31.3% | +22.8% |
| 3M | +78.9% | +10.5% | +68.5% | +73.6% |
| 6M | +171.9% | +7.7% | +164.2% | +164.4% |
| YTD | +115.3% | +19.9% | +95.5% | +101.3% |
| 1Y | +177.2% | +52.6% | +124.6% | +138.1% |
| 3Y | +118.2% | +160.0% | -41.8% | +51.5% |
| All | -13.4% | -5.2% | -8.2% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling