-4.4%
DOC vs WSM
+1,002.1%
-1,006.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.2% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | -4.8% | -8.4% | +3.6% | -3.1% |
| 3M | +6.9% | +9.7% | -2.8% | +4.7% |
| 6M | +20.7% | +16.7% | +4.1% | +16.6% |
| YTD | +34.1% | +28.7% | +5.5% | +26.7% |
| 1Y | +22.6% | +13.7% | +9.0% | +18.4% |
| 3Y | +20.8% | +230.1% | -209.3% | -10.4% |
| 5Y | -24.9% | +179.0% | -203.8% | -44.4% |
| All | -4.4% | +1,002.1% | -1,006.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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