+14.0%
DOC vs WSM
+1,307.1%
-1,293.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.3% | +1.8% |
| 7D | +8.7% | +8.0% | +0.7% | +7.1% |
| 30D | +7.6% | +13.5% | -5.9% | +4.9% |
| 3M | -5.3% | +8.8% | -14.1% | -7.0% |
| 6M | +27.6% | +54.7% | -27.1% | +16.6% |
| YTD | +32.4% | +53.3% | -20.9% | +20.7% |
| 1Y | +22.9% | +41.1% | -18.3% | +13.7% |
| 3Y | +43.1% | +266.1% | -223.0% | +4.3% |
| 5Y | -21.4% | +186.1% | -207.4% | -41.7% |
| All | +14.0% | +1,307.1% | -1,293.2% | -43.4% |
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