-23.7%
DOCN vs WSM
+184.0%
-207.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.5% |
| 7D | +3.7% | -3.0% | +6.7% | +5.9% |
| 30D | -33.7% | +10.1% | -43.7% | -37.6% |
| 3M | -27.9% | +4.9% | -32.8% | -30.4% |
| 6M | -46.4% | +49.8% | -96.2% | -58.7% |
| YTD | +81.1% | +48.7% | +32.4% | +40.2% |
| 1Y | +74.3% | +38.7% | +35.6% | +40.3% |
| 3Y | +245.8% | +269.5% | -23.7% | +25.0% |
| 5Y | -23.7% | +179.0% | -202.7% | -62.9% |
| All | -23.7% | +184.0% | -207.7% | -62.9% |
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