+95.7%
DOCU vs WSM
+1,184.4%
-1,088.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.9% |
| 7D | -4.8% | +0.9% | -5.6% | -5.2% |
| 30D | +9.4% | +8.6% | +0.8% | +5.8% |
| 3M | +29.0% | +4.2% | +24.8% | +26.3% |
| 6M | +62.3% | +44.6% | +17.7% | +39.5% |
| YTD | +13.7% | +48.5% | -34.8% | -4.4% |
| 1Y | +11.5% | +34.7% | -23.1% | -2.6% |
| 3Y | +94.2% | +271.0% | -176.9% | +1.3% |
| 5Y | -71.7% | +180.9% | -252.7% | -84.2% |
| All | +95.7% | +1,184.4% | -1,088.7% | -40.5% |
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