-42.1%
WU vs DOC
-21.4%
-20.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.2% |
| 3Y | -21.0% | +44.9% | -66.0% | -33.6% |
| All | -42.1% | -21.4% | -20.7% | -32.5% |
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 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