-0.3%
DOCS vs WSM
+13.6%
-13.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -1.4% | -3.3% | +1.8% | -0.7% |
| 30D | +21.8% | -8.4% | +30.2% | +24.5% |
| 3M | +27.3% | +9.7% | +17.6% | +26.9% |
| 6M | -0.3% | +16.7% | -17.0% | +1.1% |
| All | -0.3% | +13.6% | -13.9% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling