-42.4%
WDC vs DOCS
+33.3%
-75.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.3% | -13.1% | -17.8% |
| 7D | -32.3% | -1.3% | -31.0% | -32.3% |
| 30D | -34.9% | +19.4% | -54.3% | -33.0% |
| 3M | -48.4% | +53.4% | -101.8% | -44.2% |
| 6M | -42.4% | +28.8% | -71.2% | -37.1% |
| All | -42.4% | +33.3% | -75.8% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling