-38.7%
DOCS vs WPM
+225.4%
-264.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.7% |
| 7D | -0.8% | +16.9% | -17.7% | -4.2% |
| 30D | +17.4% | +2.0% | +15.4% | +16.6% |
| 3M | +57.4% | +8.9% | +48.4% | +53.3% |
| 6M | +26.5% | +1.6% | +25.0% | +24.5% |
| YTD | -26.6% | +16.5% | -43.1% | -31.7% |
| 1Y | -48.1% | +42.2% | -90.3% | -54.5% |
| 3Y | +52.6% | +213.3% | -160.7% | -2.0% |
| 5Y | -52.1% | +249.9% | -302.0% | -71.1% |
| All | -38.7% | +225.4% | -264.1% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling