+60.1%
DOCN vs SW
-2.3%
+62.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +1.1% | -5.1% | +6.2% | +2.6% |
| 30D | -9.6% | -4.6% | -5.0% | -8.7% |
| 3M | -37.7% | +9.4% | -47.1% | -40.2% |
| 6M | +115.2% | +3.5% | +111.7% | +109.0% |
| YTD | +133.7% | +22.0% | +111.7% | +115.2% |
| 1Y | +250.2% | +2.2% | +247.9% | +237.8% |
| 3Y | +320.3% | +19.6% | +300.7% | +279.1% |
| All | +60.1% | -2.3% | +62.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling