+112.0%
WFC vs DOCS
-21.0%
+133.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +5.2% | +17.4% | -12.2% | +3.9% |
| 3M | -3.0% | +57.4% | -60.4% | -6.9% |
| 6M | +6.2% | +26.5% | -20.3% | +3.3% |
| YTD | -7.9% | -26.6% | +18.7% | -6.7% |
| 1Y | +0.3% | -48.1% | +48.3% | +4.4% |
| 3Y | +117.7% | +52.6% | +65.1% | +105.2% |
| 5Y | +88.4% | -52.1% | +140.4% | +84.5% |
| All | +112.0% | -21.0% | +133.1% | +102.8% |
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