+111.9%
DOCN vs GWW
+301.9%
-190.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.6% |
| 7D | +27.4% | +3.7% | +23.7% | +24.5% |
| 30D | -29.7% | +13.6% | -43.3% | -35.7% |
| 3M | -32.5% | +15.4% | -47.8% | -38.9% |
| 6M | -42.2% | +21.8% | -64.0% | -50.3% |
| YTD | +87.2% | +50.0% | +37.1% | +34.2% |
| 1Y | +86.2% | +60.2% | +26.0% | +26.2% |
| 3Y | +257.4% | +94.4% | +163.1% | +111.7% |
| 5Y | -27.4% | +221.8% | -249.2% | -70.0% |
| All | +111.9% | +301.9% | -190.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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