+111.9%
DOCN vs WSM
+210.2%
-98.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.8% | +5.7% |
| 7D | +27.4% | -3.2% | +30.6% | +29.5% |
| 30D | -29.7% | +4.6% | -34.4% | -31.9% |
| 3M | -32.5% | +2.4% | -34.9% | -33.9% |
| 6M | -42.2% | +43.7% | -85.8% | -53.8% |
| YTD | +87.2% | +42.1% | +45.1% | +50.4% |
| 1Y | +86.2% | +32.3% | +54.0% | +55.4% |
| 3Y | +257.4% | +253.0% | +4.4% | +45.9% |
| 5Y | -27.4% | +161.3% | -188.7% | -67.9% |
| All | +111.9% | +210.2% | -98.2% | -10.3% |
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