-38.0%
DOCS vs WSM
+264.8%
-302.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +7.8% | +8.6% | -0.8% | +4.8% |
| 3M | +20.0% | +4.2% | +15.7% | +18.1% |
| 6M | +26.5% | +44.6% | -18.1% | +10.7% |
| YTD | -25.8% | +48.5% | -74.3% | -36.3% |
| 1Y | -39.5% | +34.7% | -74.1% | -46.3% |
| 3Y | +60.3% | +271.0% | -210.7% | -19.6% |
| 5Y | -57.0% | +180.9% | -238.0% | -79.7% |
| All | -38.0% | +264.8% | -302.8% | -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