+23.8%
WST vs DOC
+43.5%
-19.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | +1.3% | +8.7% | -7.5% | -0.2% |
| 30D | +8.5% | +7.6% | +0.9% | +7.0% |
| 3M | +17.2% | -5.3% | +22.5% | +18.3% |
| 6M | +36.3% | +27.6% | +8.7% | +30.0% |
| YTD | +48.9% | +32.4% | +16.5% | +40.7% |
| 1Y | +42.9% | +22.9% | +20.0% | +36.9% |
| All | +23.8% | +43.5% | -19.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling