-23.6%
DOC vs WSM
+179.2%
-202.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +6.9% | +9.7% | -2.8% | +5.0% |
| 6M | +20.7% | +16.7% | +4.1% | +17.2% |
| YTD | +34.1% | +28.7% | +5.5% | +27.7% |
| 1Y | +22.6% | +13.7% | +9.0% | +19.0% |
| 3Y | +20.8% | +230.1% | -209.3% | -7.0% |
| All | -23.6% | +179.2% | -202.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling