+95.5%
DOCU vs WSM
+1,183.8%
-1,088.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.4% | +3.1% | -6.5% | -4.6% |
| 30D | +9.3% | +8.5% | +0.8% | +5.7% |
| 3M | +30.2% | +4.6% | +25.6% | +27.3% |
| 6M | +62.1% | +44.5% | +17.6% | +39.3% |
| YTD | +13.5% | +48.4% | -34.9% | -4.4% |
| 1Y | +11.5% | +36.2% | -24.7% | -3.1% |
| 3Y | +89.5% | +268.8% | -179.3% | -0.9% |
| 5Y | -69.6% | +185.2% | -254.9% | -83.0% |
| All | +95.5% | +1,183.8% | -1,088.3% | -40.6% |
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