+115.9%
WFC vs DOCS
-20.2%
+136.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +2.9% | +7.8% | -4.8% | +2.3% |
| 3M | -1.4% | +20.0% | -21.4% | -3.0% |
| 6M | +14.3% | +26.5% | -12.2% | +11.2% |
| YTD | -6.2% | -25.8% | +19.6% | -5.0% |
| 1Y | +1.6% | -39.5% | +41.1% | +4.5% |
| 3Y | +126.9% | +60.3% | +66.6% | +113.1% |
| 5Y | +94.0% | -57.0% | +151.0% | +90.3% |
| All | +115.9% | -20.2% | +136.1% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling