-20.9%
WU vs DOC
+112.9%
-133.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.6% |
| 7D | +13.0% | +6.2% | +6.8% | +10.6% |
| 30D | +14.3% | +6.5% | +7.9% | +11.7% |
| 3M | +0.1% | -6.2% | +6.4% | +2.3% |
| 6M | -17.7% | +25.6% | -43.3% | -25.0% |
| YTD | -17.3% | +32.1% | -49.4% | -26.3% |
| 1Y | -11.1% | +20.3% | -31.3% | -18.1% |
| 3Y | -19.8% | +42.7% | -62.6% | -31.8% |
| 5Y | -40.5% | -22.2% | -18.4% | -37.4% |
| 10Y | -33.7% | +16.5% | -50.2% | -43.6% |
| All | -20.9% | +112.9% | -133.8% | -52.7% |
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