+42.1%
WWD vs DOC
+23.9%
+18.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | -7.2% | -4.8% | -2.4% | -6.2% |
| 3M | -3.8% | +6.9% | -10.7% | -5.3% |
| 6M | -9.9% | +20.7% | -30.7% | -13.9% |
| YTD | +14.8% | +34.1% | -19.3% | +7.1% |
| 1Y | +42.1% | +22.6% | +19.4% | +37.1% |
| All | +42.1% | +23.9% | +18.2% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling