+125.4%
WFC vs DOCS
+57.4%
+68.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.7% |
| 7D | +4.5% | +1.2% | +3.3% | +4.4% |
| 30D | +7.4% | +21.3% | -14.0% | +5.6% |
| 3M | -0.5% | +58.4% | -58.9% | -4.8% |
| 6M | +11.7% | +39.3% | -27.6% | +7.7% |
| YTD | -4.6% | -21.7% | +17.1% | -3.2% |
| 1Y | +2.5% | -47.3% | +49.9% | +7.9% |
| All | +125.4% | +57.4% | +68.1% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling