+132.3%
WMT vs DOCS
-73.4%
+205.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +3.9% | -1.4% | +5.4% | +4.0% |
| 30D | -4.4% | +21.8% | -26.2% | -4.9% |
| 3M | -8.8% | +27.3% | -36.1% | -9.4% |
| 6M | -15.6% | -0.3% | -15.3% | -15.8% |
| YTD | -3.2% | -40.5% | +37.3% | -1.9% |
| 1Y | +7.0% | -61.5% | +68.6% | +10.2% |
| 3Y | +105.3% | +8.2% | +97.1% | +100.8% |
| All | +132.3% | -73.4% | +205.7% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling