+440.2%
WWD vs DOC
+14.9%
+425.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.7% | -5.9% |
| 7D | -2.6% | +6.2% | -8.8% | -5.5% |
| 30D | -7.7% | +6.5% | -14.2% | -10.8% |
| 3M | -17.7% | -6.2% | -11.5% | -15.5% |
| 6M | -15.9% | +25.6% | -41.5% | -26.4% |
| YTD | +1.8% | +32.1% | -30.3% | -13.9% |
| 1Y | +17.4% | +20.3% | -2.9% | +4.3% |
| 3Y | +137.1% | +42.7% | +94.4% | +84.7% |
| 5Y | +162.4% | -22.2% | +184.5% | +186.4% |
| All | +440.2% | +14.9% | +425.3% | +411.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling