+203.8%
WMT vs DOCN
+88.7%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | 0.0% |
| 7D | -1.6% | -12.8% | +11.2% | -1.4% |
| 30D | +12.9% | -41.9% | +54.8% | +14.0% |
| 3M | +12.6% | -36.9% | +49.5% | +13.4% |
| 6M | -3.4% | -52.2% | +48.8% | -2.2% |
| YTD | +13.5% | +62.7% | -49.2% | +9.3% |
| 1Y | +23.5% | +58.2% | -34.7% | +19.0% |
| 3Y | +137.3% | +219.5% | -82.1% | +120.9% |
| 5Y | +167.9% | -32.9% | +200.8% | +147.1% |
| All | +203.8% | +88.7% | +115.1% | +184.0% |
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