+322.3%
WST vs DOC
-2.1%
+324.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -3.1% | -4.8% | +1.6% | -2.1% |
| 3M | +7.2% | +6.9% | +0.3% | +5.6% |
| 6M | +36.8% | +20.7% | +16.1% | +30.5% |
| YTD | +23.8% | +34.1% | -10.3% | +15.1% |
| 1Y | +37.8% | +22.6% | +15.1% | +30.5% |
| 3Y | -15.9% | +20.8% | -36.7% | -21.1% |
| 5Y | -25.8% | -24.9% | -1.0% | -23.7% |
| All | +322.3% | -2.1% | +324.3% | +300.9% |
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