+66.4%
DOCN vs WSM
+220.4%
-154.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.2% | -11.6% | -13.6% |
| 7D | -29.3% | -0.5% | -28.8% | -29.1% |
| 30D | -46.0% | +7.1% | -53.1% | -48.3% |
| 3M | -43.2% | +4.5% | -47.7% | -45.0% |
| 6M | -53.7% | +44.4% | -98.1% | -63.1% |
| YTD | +46.9% | +46.8% | +0.2% | +16.2% |
| 1Y | +54.3% | +31.7% | +22.6% | +29.2% |
| 3Y | +185.5% | +250.6% | -65.0% | +17.7% |
| 5Y | -31.1% | +174.1% | -205.2% | -70.1% |
| All | +66.4% | +220.4% | -154.0% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling