-32.1%
WY vs DOC
-21.4%
-10.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.4% |
| 7D | +3.1% | +6.5% | -3.4% | -0.1% |
| 30D | +13.0% | +9.2% | +3.8% | +8.1% |
| 3M | -16.8% | -2.5% | -14.3% | -15.8% |
| 6M | -11.2% | +7.1% | -18.2% | -14.5% |
| YTD | -9.1% | +33.0% | -42.1% | -23.4% |
| 1Y | -4.8% | +23.3% | -28.0% | -16.2% |
| 3Y | -25.3% | +44.9% | -70.2% | -41.4% |
| All | -32.1% | -21.4% | -10.7% | -21.9% |
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