-50.3%
DOCS vs WPM
+270.0%
-320.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +21.8% | +26.4% | -4.5% | +15.5% |
| 3M | +27.3% | +20.8% | +6.5% | +21.3% |
| 6M | -0.3% | +1.1% | -1.5% | -1.8% |
| YTD | -40.5% | +32.5% | -72.9% | -45.9% |
| 1Y | -61.5% | +51.5% | -113.1% | -66.7% |
| 3Y | +8.2% | +267.0% | -258.8% | -32.9% |
| 5Y | -73.4% | +250.1% | -323.6% | -82.8% |
| All | -50.3% | +270.0% | -320.3% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling