+70.9%
WM vs DOCS
-36.0%
+106.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -2.4% | +21.8% | -24.2% | -2.5% |
| 3M | +0.4% | +27.3% | -26.9% | +0.2% |
| 6M | -9.5% | -0.3% | -9.1% | -9.5% |
| YTD | +0.5% | -40.5% | +41.0% | +0.9% |
| 1Y | -1.1% | -61.5% | +60.5% | -0.4% |
| 3Y | +46.0% | +8.2% | +37.9% | +45.5% |
| 5Y | +51.8% | -73.4% | +125.2% | +50.9% |
| All | +70.9% | -36.0% | +106.9% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling