-34.9%
DOCS vs WSM
+31.6%
-66.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | +0.1% | -3.2% | +3.2% | +0.7% |
| 30D | +8.7% | +4.6% | +4.0% | +8.1% |
| 3M | +32.9% | +2.4% | +30.4% | +32.5% |
| 6M | +25.5% | +43.7% | -18.1% | +21.8% |
| YTD | -25.0% | +42.1% | -67.1% | -27.6% |
| 1Y | -34.9% | +32.3% | -67.1% | -35.8% |
| All | -34.9% | +31.6% | -66.4% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling