+215.6%
DOCN vs WSM
+271.0%
-55.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -12.1% | +3.1% | -15.2% | -13.1% |
| 30D | -41.0% | +8.5% | -49.5% | -43.1% |
| 3M | -38.7% | +4.6% | -43.3% | -40.1% |
| 6M | -51.5% | +44.5% | -96.0% | -59.1% |
| YTD | +65.3% | +48.4% | +16.8% | +38.3% |
| 1Y | +53.9% | +36.2% | +17.7% | +33.3% |
| 3Y | +215.6% | +268.8% | -53.2% | +72.3% |
| All | +215.6% | +271.0% | -55.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling