+66.4%
DOCN vs GWW
+287.5%
-221.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.3% | -14.2% |
| 7D | -29.3% | +5.8% | -35.1% | -32.0% |
| 30D | -46.0% | +13.8% | -59.8% | -50.7% |
| 3M | -43.2% | +13.2% | -56.4% | -48.0% |
| 6M | -53.7% | +28.4% | -82.1% | -62.1% |
| YTD | +46.9% | +44.7% | +2.2% | +7.8% |
| 1Y | +54.3% | +52.1% | +2.3% | +8.5% |
| 3Y | +185.5% | +93.9% | +91.7% | +68.9% |
| 5Y | -31.1% | +221.4% | -252.5% | -70.8% |
| All | +66.4% | +287.5% | -221.2% | -29.9% |
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