+194.2%
WMT vs DOCS
-20.2%
+214.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +12.9% | +7.8% | +5.1% | +12.7% |
| 3M | +12.6% | +20.0% | -7.3% | +12.1% |
| 6M | -3.4% | +26.5% | -29.9% | -4.2% |
| YTD | +13.5% | -25.8% | +39.3% | +14.3% |
| 1Y | +23.5% | -39.5% | +63.0% | +25.2% |
| 3Y | +137.3% | +60.3% | +77.0% | +130.1% |
| 5Y | +167.9% | -57.0% | +225.0% | +163.9% |
| All | +194.2% | -20.2% | +214.4% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling