-15.6%
WMT vs DOCS
-1.5%
-14.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.3% |
| 7D | +3.9% | -1.4% | +5.4% | +3.9% |
| 30D | -4.4% | +21.8% | -26.2% | -3.9% |
| 3M | -8.8% | +27.3% | -36.1% | -8.1% |
| 6M | -15.6% | -0.3% | -15.3% | -14.3% |
| All | -15.6% | -1.5% | -14.1% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling