+1,381.3%
WDC vs DOC
-2.1%
+1,383.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -10.0% | -4.8% | -5.2% | -8.0% |
| 3M | -18.8% | +6.9% | -25.6% | -22.2% |
| 6M | +79.0% | +20.7% | +58.3% | +60.4% |
| YTD | +171.6% | +34.1% | +137.4% | +128.9% |
| 1Y | +417.4% | +22.6% | +394.7% | +354.3% |
| 3Y | +1,251.8% | +20.8% | +1,231.0% | +1,064.9% |
| 5Y | +911.7% | -24.9% | +936.6% | +1,017.7% |
| All | +1,381.3% | -2.1% | +1,383.4% | +1,304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling