-35.6%
DOCN vs WSM
+168.7%
-204.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -45.3% |
| 3M | -40.7% | +3.2% | -43.9% | -42.3% |
| 6M | -55.0% | +37.1% | -92.1% | -63.5% |
| YTD | +50.6% | +44.2% | +6.4% | +18.4% |
| 1Y | +54.0% | +34.2% | +19.7% | +26.0% |
| 3Y | +203.9% | +249.3% | -45.4% | +13.0% |
| All | -35.6% | +168.7% | -204.3% | -67.8% |
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