+70.5%
DOCN vs WSM
+214.7%
-144.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.5% |
| 7D | -19.2% | +0.5% | -19.7% | -19.5% |
| 30D | -43.1% | +6.0% | -49.0% | -45.1% |
| 3M | -40.7% | +3.2% | -43.9% | -42.2% |
| 6M | -55.0% | +37.1% | -92.1% | -63.1% |
| YTD | +50.6% | +44.2% | +6.4% | +20.2% |
| 1Y | +54.0% | +34.2% | +19.7% | +27.6% |
| 3Y | +203.9% | +249.3% | -45.4% | +25.2% |
| 5Y | -29.4% | +169.3% | -198.6% | -69.1% |
| All | +70.5% | +214.7% | -144.2% | -28.3% |
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