+533.3%
WDC vs DOC
-22.1%
+555.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.2% | -17.1% | -17.3% |
| 7D | -32.3% | +6.2% | -38.5% | -33.7% |
| 30D | -34.9% | +6.5% | -41.4% | -36.5% |
| 3M | -48.4% | -6.2% | -42.2% | -47.4% |
| 6M | -42.4% | +25.6% | -68.0% | -48.9% |
| YTD | +55.5% | +32.1% | +23.4% | +33.8% |
| 1Y | +67.5% | +20.3% | +47.2% | +50.5% |
| 3Y | +727.3% | +42.7% | +684.5% | +556.0% |
| 5Y | +533.3% | -22.2% | +555.5% | +660.3% |
| All | +533.3% | -22.1% | +555.4% | +660.3% |
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