-37.3%
WU vs DOC
+15.7%
-53.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +11.7% | +6.5% | +5.2% | +9.4% |
| 30D | +12.6% | +9.2% | +3.4% | +9.3% |
| 3M | -0.5% | -2.5% | +2.0% | +0.2% |
| 6M | -18.2% | +7.1% | -25.3% | -20.1% |
| YTD | -19.0% | +33.0% | -52.0% | -27.4% |
| 1Y | -16.7% | +23.3% | -39.9% | -23.4% |
| 3Y | -21.0% | +44.9% | -66.0% | -32.6% |
| 5Y | -41.7% | -21.6% | -20.1% | -38.5% |
| All | -37.3% | +15.7% | -53.0% | -42.9% |
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