+928.6%
WDC vs DOC
-24.5%
+953.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.5% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -10.0% | -4.8% | -5.2% | -8.4% |
| 3M | -18.8% | +6.9% | -25.6% | -21.7% |
| 6M | +79.0% | +20.7% | +58.3% | +62.9% |
| YTD | +171.6% | +34.1% | +137.4% | +133.4% |
| 1Y | +417.4% | +22.6% | +394.7% | +362.5% |
| 3Y | +1,251.8% | +20.8% | +1,231.0% | +1,110.9% |
| All | +928.6% | -24.5% | +953.1% | +1,112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling