+215.6%
DOCN vs GWW
+92.8%
+122.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +0.6% |
| 7D | -12.1% | +5.5% | -17.7% | -14.8% |
| 30D | -41.0% | +14.4% | -55.4% | -45.6% |
| 3M | -38.7% | +13.7% | -52.4% | -43.4% |
| 6M | -51.5% | +20.1% | -71.6% | -57.5% |
| YTD | +65.3% | +47.1% | +18.2% | +20.1% |
| 1Y | +53.9% | +56.2% | -2.3% | +5.5% |
| 3Y | +215.6% | +90.5% | +125.0% | +111.5% |
| All | +215.6% | +92.8% | +122.7% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling