+593.6%
WDC vs DOC
+14.9%
+578.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.2% | -17.1% | -17.2% |
| 7D | -32.3% | +6.2% | -38.5% | -34.2% |
| 30D | -34.9% | +6.5% | -41.4% | -37.1% |
| 3M | -48.4% | -6.2% | -42.2% | -47.3% |
| 6M | -42.4% | +25.6% | -68.0% | -49.9% |
| YTD | +55.5% | +32.1% | +23.4% | +30.8% |
| 1Y | +67.5% | +20.3% | +47.2% | +47.4% |
| 3Y | +727.3% | +42.7% | +684.5% | +546.8% |
| 5Y | +533.3% | -22.2% | +555.5% | +582.4% |
| All | +593.6% | +14.9% | +578.7% | +509.0% |
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