-25.7%
WU vs DOC
+113.5%
-139.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.3% |
| 7D | +8.2% | +8.7% | -0.5% | +5.0% |
| 30D | +8.0% | +7.6% | +0.4% | +5.2% |
| 3M | -6.6% | -5.3% | -1.4% | -4.9% |
| 6M | -23.3% | +27.6% | -50.9% | -30.4% |
| YTD | -22.4% | +32.4% | -54.8% | -30.9% |
| 1Y | -18.0% | +22.9% | -40.8% | -25.1% |
| 3Y | -24.7% | +43.1% | -67.8% | -36.0% |
| 5Y | -43.4% | -21.4% | -22.0% | -40.6% |
| 10Y | -37.8% | +16.8% | -54.6% | -47.1% |
| All | -25.7% | +113.5% | -139.2% | -55.6% |
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