+84.2%
DOCN vs WSM
+224.2%
-139.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.0% | +6.4% |
| 7D | -12.8% | +0.9% | -13.7% | -13.2% |
| 30D | -41.9% | +8.6% | -50.5% | -44.7% |
| 3M | -36.9% | +4.2% | -41.2% | -38.8% |
| 6M | -52.2% | +44.6% | -96.9% | -61.9% |
| YTD | +62.7% | +48.5% | +14.2% | +27.9% |
| 1Y | +58.2% | +34.7% | +23.6% | +31.1% |
| 3Y | +219.5% | +271.0% | -51.6% | +27.0% |
| 5Y | -32.9% | +180.9% | -213.8% | -71.1% |
| All | +84.2% | +224.2% | -139.9% | -23.7% |
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