+164.6%
DOCN vs SW
+19.8%
+144.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +1.1% | -5.1% | +6.2% | +2.5% |
| 30D | -9.6% | -4.6% | -5.0% | -8.8% |
| 3M | -37.7% | +9.4% | -47.1% | -39.9% |
| 6M | +115.2% | +3.5% | +111.7% | +109.6% |
| YTD | +133.7% | +22.0% | +111.7% | +117.2% |
| 1Y | +250.2% | +2.2% | +247.9% | +239.2% |
| 3Y | +320.3% | +19.6% | +300.7% | +284.7% |
| 5Y | +53.1% | -2.3% | +55.4% | +34.6% |
| All | +164.6% | +19.8% | +144.9% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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