+349.8%
WM vs DOC
+19.9%
+329.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +5.9% | +8.7% | -2.8% | +3.4% |
| 30D | +15.4% | +7.6% | +7.8% | +13.0% |
| 3M | +6.3% | -5.3% | +11.6% | +7.9% |
| 6M | +5.6% | +27.6% | -22.0% | -2.5% |
| YTD | +9.9% | +32.4% | -22.5% | 0.0% |
| 1Y | +20.8% | +22.9% | -2.0% | +12.4% |
| 3Y | +48.5% | +43.1% | +5.4% | +28.8% |
| 5Y | +60.6% | -21.4% | +82.0% | +68.9% |
| 10Y | +349.8% | +16.8% | +333.0% | +306.8% |
| All | +349.8% | +19.9% | +329.9% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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