+424.9%
WST vs DOC
+14.9%
+410.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -5.8% | +6.2% | -12.0% | -7.1% |
| 30D | +5.3% | +6.5% | -1.1% | +3.8% |
| 3M | +11.8% | -6.2% | +18.0% | +13.3% |
| 6M | +26.7% | +25.6% | +1.1% | +19.6% |
| YTD | +43.0% | +32.1% | +10.9% | +33.2% |
| 1Y | +38.9% | +20.3% | +18.6% | +32.1% |
| 3Y | +18.2% | +42.7% | -24.6% | +6.6% |
| 5Y | -1.5% | -22.2% | +20.6% | +0.7% |
| All | +424.9% | +14.9% | +410.0% | +399.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling