+54.4%
WEC vs DOC
-22.1%
+76.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.2% | +6.2% | -3.0% | +1.2% |
| 30D | +14.7% | +6.5% | +8.2% | +12.3% |
| 3M | +10.2% | -6.2% | +16.5% | +12.4% |
| 6M | +4.5% | +25.6% | -21.1% | -4.0% |
| YTD | +15.1% | +32.1% | -17.0% | +3.3% |
| 1Y | +9.4% | +20.3% | -10.9% | +1.7% |
| 3Y | +56.9% | +42.7% | +14.2% | +32.8% |
| 5Y | +54.4% | -22.2% | +76.6% | +67.0% |
| All | +54.4% | -22.1% | +76.5% | +67.0% |
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 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