+203.8%
WMT vs DOCN
+110.0%
+93.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.5% | -0.1% |
| 7D | -2.7% | +3.7% | -6.4% | -2.8% |
| 30D | +11.1% | -33.7% | +44.8% | +12.0% |
| 3M | +11.2% | -27.9% | +39.1% | +11.7% |
| 6M | -1.3% | -46.4% | +45.2% | -0.2% |
| YTD | +13.5% | +81.1% | -67.6% | +9.1% |
| 1Y | +22.5% | +74.3% | -51.8% | +17.8% |
| 3Y | +134.1% | +245.8% | -111.7% | +117.6% |
| 5Y | +170.3% | -23.7% | +194.0% | +148.7% |
| All | +203.8% | +110.0% | +93.8% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling