-35.6%
DOCN vs GWW
+217.3%
-252.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +3.0% |
| 7D | -19.2% | +6.0% | -25.2% | -22.7% |
| 30D | -43.1% | +14.0% | -57.1% | -48.6% |
| 3M | -40.7% | +12.5% | -53.2% | -46.0% |
| 6M | -55.0% | +23.6% | -78.6% | -62.8% |
| YTD | +50.6% | +43.6% | +7.0% | +7.6% |
| 1Y | +54.0% | +52.5% | +1.5% | +3.8% |
| 3Y | +203.9% | +92.6% | +111.3% | +67.3% |
| All | -35.6% | +217.3% | -252.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling