+168.5%
WMT vs DOCN
-32.3%
+200.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.8% |
| 7D | +1.6% | -19.2% | +20.8% | +2.1% |
| 30D | +16.1% | -43.1% | +59.1% | +17.4% |
| 3M | +12.3% | -40.7% | +53.0% | +13.2% |
| 6M | -3.1% | -55.0% | +51.9% | -1.6% |
| YTD | +13.4% | +50.6% | -37.2% | +8.8% |
| 1Y | +24.5% | +54.0% | -29.5% | +19.3% |
| 3Y | +135.7% | +203.9% | -68.2% | +117.3% |
| All | +168.5% | -32.3% | +200.8% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling