+193.9%
WMT vs DOCS
-21.0%
+214.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +16.1% | +17.4% | -1.4% | +15.6% |
| 3M | +12.3% | +57.4% | -45.1% | +11.0% |
| 6M | -3.1% | +26.5% | -29.6% | -3.8% |
| YTD | +13.4% | -26.6% | +40.0% | +14.2% |
| 1Y | +24.5% | -48.1% | +72.5% | +26.8% |
| 3Y | +135.7% | +52.6% | +83.1% | +128.9% |
| 5Y | +166.8% | -52.1% | +218.9% | +162.2% |
| All | +193.9% | -21.0% | +214.9% | +185.3% |
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