+28,817.6%
WM vs DOC
+2,934.4%
+25,883.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.9% |
| 7D | +5.9% | +8.7% | -2.8% | +3.8% |
| 30D | +15.4% | +7.6% | +7.8% | +13.4% |
| 3M | +6.3% | -5.3% | +11.6% | +7.6% |
| 6M | +5.6% | +27.6% | -22.0% | -1.0% |
| YTD | +9.9% | +32.4% | -22.5% | +1.9% |
| 1Y | +20.8% | +22.9% | -2.0% | +13.9% |
| 3Y | +48.5% | +43.1% | +5.4% | +33.1% |
| 5Y | +60.6% | -21.4% | +82.0% | +64.7% |
| 10Y | +349.8% | +16.8% | +333.0% | +307.3% |
| All | +28,817.6% | +2,934.4% | +25,883.2% | +12,639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling