-38.7%
DOCS vs WSM
+254.2%
-292.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +17.4% | +6.0% | +11.4% | +15.1% |
| 3M | +57.4% | +3.2% | +54.1% | +55.7% |
| 6M | +26.5% | +37.1% | -10.6% | +12.8% |
| YTD | -26.6% | +44.2% | -70.8% | -36.4% |
| 1Y | -48.1% | +34.2% | -82.3% | -54.0% |
| 3Y | +52.6% | +249.3% | -196.6% | -21.5% |
| 5Y | -52.1% | +169.3% | -221.4% | -77.1% |
| All | -38.7% | +254.2% | -292.8% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling