+103.3%
DOCU vs WSM
+1,147.0%
-1,043.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.0% |
| 30D | +7.4% | +5.1% | +2.3% | +5.0% |
| 3M | +26.0% | +5.1% | +20.9% | +23.0% |
| 6M | +79.2% | +48.6% | +30.6% | +52.2% |
| YTD | +18.1% | +44.2% | -26.1% | +0.4% |
| 1Y | +20.5% | +38.1% | -17.6% | +4.1% |
| 3Y | +96.4% | +257.2% | -160.8% | +4.0% |
| 5Y | -69.5% | +165.1% | -234.6% | -82.6% |
| All | +103.3% | +1,147.0% | -1,043.7% | -37.5% |
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 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