+162.4%
WWD vs DOC
-22.1%
+184.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.7% | -5.9% |
| 7D | -2.6% | +6.2% | -8.8% | -4.4% |
| 30D | -7.7% | +6.5% | -14.2% | -9.7% |
| 3M | -17.7% | -6.2% | -11.5% | -16.2% |
| 6M | -15.9% | +25.6% | -41.5% | -22.9% |
| YTD | +1.8% | +32.1% | -30.3% | -8.8% |
| 1Y | +17.4% | +20.3% | -2.9% | +8.9% |
| 3Y | +137.1% | +42.7% | +94.4% | +102.1% |
| 5Y | +162.4% | -22.2% | +184.6% | +194.2% |
| All | +162.4% | -22.1% | +184.5% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling