-50.3%
DOCS vs WSM
+216.1%
-266.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.5% |
| 7D | -1.4% | -3.3% | +1.8% | -0.3% |
| 30D | +21.8% | -8.4% | +30.2% | +25.6% |
| 3M | +27.3% | +9.7% | +17.6% | +23.0% |
| 6M | -0.3% | +16.7% | -17.0% | -6.2% |
| YTD | -40.5% | +28.7% | -69.2% | -46.4% |
| 1Y | -61.5% | +13.7% | -75.2% | -63.9% |
| 3Y | +8.2% | +230.1% | -221.9% | -44.1% |
| 5Y | -73.4% | +179.0% | -252.4% | -86.6% |
| All | -50.3% | +216.1% | -266.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling