+70.5%
DOCN vs GWW
+284.7%
-214.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +3.0% |
| 7D | -19.2% | +6.0% | -25.2% | -22.4% |
| 30D | -43.1% | +14.0% | -57.1% | -48.1% |
| 3M | -40.7% | +12.5% | -53.2% | -45.6% |
| 6M | -55.0% | +23.6% | -78.6% | -62.1% |
| YTD | +50.6% | +43.6% | +7.0% | +11.1% |
| 1Y | +54.0% | +52.5% | +1.5% | +7.8% |
| 3Y | +203.9% | +92.6% | +111.3% | +80.5% |
| 5Y | -29.4% | +219.0% | -248.4% | -69.9% |
| All | +70.5% | +284.7% | -214.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling