+47.5%
WM vs DOCS
+57.4%
-9.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.6% |
| 7D | +5.9% | +1.2% | +4.7% | +5.9% |
| 30D | +15.4% | +21.3% | -5.9% | +15.2% |
| 3M | +6.3% | +58.4% | -52.0% | +6.0% |
| 6M | +5.6% | +39.3% | -33.7% | +5.3% |
| YTD | +9.9% | -21.7% | +31.6% | +10.2% |
| 1Y | +20.8% | -47.3% | +68.2% | +21.6% |
| All | +47.5% | +57.4% | -9.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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