-30.7%
WY vs DOC
-21.9%
-8.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.0% |
| 7D | +13.3% | +8.7% | +4.6% | +8.7% |
| 30D | +17.6% | +7.6% | +10.0% | +13.4% |
| 3M | -15.0% | -5.3% | -9.8% | -12.7% |
| 6M | -5.9% | +27.6% | -33.5% | -18.0% |
| YTD | -5.7% | +32.4% | -38.1% | -20.4% |
| 1Y | -0.2% | +22.9% | -23.1% | -12.1% |
| 3Y | -23.1% | +43.1% | -66.2% | -39.3% |
| All | -30.7% | -21.9% | -8.9% | -19.8% |
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