+14,689.4%
WWD vs DOC
+1,044.3%
+13,645.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -3.4% |
| 7D | +7.3% | +8.7% | -1.4% | +3.0% |
| 30D | -2.0% | +7.6% | -9.6% | -5.7% |
| 3M | -12.6% | -5.3% | -7.3% | -10.8% |
| 6M | -8.4% | +27.6% | -36.0% | -20.0% |
| YTD | +8.2% | +32.4% | -24.2% | -7.8% |
| 1Y | +26.5% | +22.9% | +3.7% | +11.7% |
| 3Y | +152.2% | +43.1% | +109.1% | +100.2% |
| 5Y | +191.4% | -21.4% | +212.8% | +207.0% |
| 10Y | +487.6% | +16.8% | +470.8% | +392.4% |
| All | +14,689.4% | +1,044.3% | +13,645.0% | +8,011.0% |
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