+164.6%
DOCN vs WSM
+180.9%
-16.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +1.7% |
| 7D | +1.1% | -3.3% | +4.4% | +3.0% |
| 30D | -9.6% | -8.4% | -1.2% | -5.4% |
| 3M | -37.7% | +9.7% | -47.3% | -41.5% |
| 6M | +115.2% | +16.7% | +98.5% | +94.4% |
| YTD | +133.7% | +28.7% | +105.0% | +99.8% |
| 1Y | +250.2% | +13.7% | +236.5% | +218.7% |
| 3Y | +320.3% | +230.1% | +90.2% | +77.5% |
| 5Y | +53.1% | +179.0% | -125.8% | -30.0% |
| All | +164.6% | +180.9% | -16.2% | +19.1% |
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