-48.1%
DOCS vs WSM
+30.0%
-78.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.7% |
| 7D | -0.8% | +0.5% | -1.3% | -0.7% |
| 30D | +17.4% | +6.0% | +11.4% | +16.7% |
| 3M | +57.4% | +3.2% | +54.1% | +57.0% |
| 6M | +26.5% | +37.1% | -10.6% | +24.9% |
| YTD | -26.6% | +44.2% | -70.8% | -26.6% |
| 1Y | -48.1% | +34.2% | -82.3% | -48.5% |
| All | -48.1% | +30.0% | -78.1% | -48.5% |
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