+46.0%
WM vs DOC
+20.8%
+25.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | -2.4% | -4.8% | +2.4% | -1.9% |
| 3M | +0.4% | +6.9% | -6.5% | -0.2% |
| 6M | -9.5% | +20.7% | -30.2% | -11.0% |
| YTD | +0.5% | +34.1% | -33.6% | -2.7% |
| 1Y | -1.1% | +22.6% | -23.7% | -3.0% |
| All | +46.0% | +20.8% | +25.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling