+178.4%
WMT vs DOCN
-29.3%
+207.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.6% |
| 7D | +2.0% | +19.1% | -17.0% | +1.6% |
| 30D | +10.3% | -21.0% | +31.3% | +10.7% |
| 3M | +11.0% | -34.7% | +45.7% | +11.8% |
| 6M | -2.3% | -45.8% | +43.4% | -1.3% |
| YTD | +15.7% | +79.4% | -63.7% | +10.6% |
| 1Y | +26.0% | +91.0% | -65.0% | +20.0% |
| 3Y | +136.5% | +237.5% | -100.9% | +117.6% |
| All | +178.4% | -29.3% | +207.8% | +143.8% |
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