+62.8%
DOCS vs WPM
+201.7%
-138.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.0% | -5.6% | +4.4% |
| 7D | +1.2% | +3.9% | -2.7% | +0.5% |
| 30D | +21.3% | -3.5% | +24.8% | +21.7% |
| 3M | +58.4% | +14.1% | +44.3% | +54.6% |
| 6M | +39.3% | +6.2% | +33.1% | +36.8% |
| YTD | -21.7% | +12.4% | -34.1% | -25.3% |
| 1Y | -47.3% | +40.0% | -87.3% | -52.2% |
| All | +62.8% | +201.7% | -138.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling