-22.2%
DOC vs WSM
+172.7%
-194.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | +6.5% | +7.1% | -0.6% | +5.2% |
| 3M | -6.2% | +4.5% | -10.7% | -7.1% |
| 6M | +25.6% | +44.4% | -18.8% | +17.4% |
| YTD | +32.1% | +46.8% | -14.7% | +22.5% |
| 1Y | +20.3% | +31.7% | -11.5% | +13.6% |
| 3Y | +42.7% | +250.6% | -207.8% | +7.8% |
| 5Y | -22.2% | +174.1% | -196.3% | -42.6% |
| All | -22.2% | +172.7% | -194.9% | -42.6% |
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