-21.9%
WU vs DOC
+116.3%
-138.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | -1.1% | -4.8% | +3.7% | +0.6% |
| 3M | -3.9% | +6.9% | -10.7% | -6.1% |
| 6M | -20.7% | +20.7% | -41.4% | -26.6% |
| YTD | -18.4% | +34.1% | -52.5% | -27.5% |
| 1Y | -8.1% | +22.6% | -30.7% | -16.1% |
| 3Y | -24.2% | +20.8% | -45.0% | -31.6% |
| 5Y | -50.4% | -24.9% | -25.6% | -47.1% |
| 10Y | -40.0% | -1.8% | -38.2% | -45.6% |
| All | -21.9% | +116.3% | -138.2% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling