+63.3%
WM vs DOCS
-54.0%
+117.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.2% |
| 7D | +4.5% | -1.3% | +5.8% | +4.5% |
| 30D | +16.1% | +19.4% | -3.3% | +15.9% |
| 3M | +8.0% | +53.4% | -45.4% | +7.6% |
| 6M | +8.4% | +28.8% | -20.3% | +8.1% |
| YTD | +11.2% | -25.1% | +36.3% | +11.5% |
| 1Y | +22.3% | -48.1% | +70.5% | +23.0% |
| 3Y | +50.2% | +51.4% | -1.1% | +49.2% |
| 5Y | +63.3% | -51.1% | +114.4% | +60.6% |
| All | +63.3% | -54.0% | +117.3% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling