-40.5%
WU vs DOC
-22.1%
-18.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.6% |
| 7D | +13.0% | +6.2% | +6.8% | +10.8% |
| 30D | +14.3% | +6.5% | +7.9% | +11.9% |
| 3M | +0.1% | -6.2% | +6.4% | +2.2% |
| 6M | -17.7% | +25.6% | -43.3% | -24.3% |
| YTD | -17.3% | +32.1% | -49.4% | -25.8% |
| 1Y | -11.1% | +20.3% | -31.3% | -17.3% |
| 3Y | -19.8% | +42.7% | -62.6% | -32.1% |
| 5Y | -40.5% | -22.2% | -18.4% | -30.3% |
| All | -40.5% | -22.1% | -18.4% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling