+70.5%
DOCN vs TW
+75.1%
-4.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -19.2% | +4.2% | -23.4% | -20.6% |
| 30D | -43.1% | +18.9% | -62.0% | -47.5% |
| 3M | -40.7% | +23.8% | -64.5% | -46.5% |
| 6M | -55.0% | +17.0% | -72.0% | -59.3% |
| YTD | +50.6% | +19.2% | +31.4% | +33.1% |
| 1Y | +54.0% | +20.1% | +33.9% | +35.2% |
| 3Y | +203.9% | +40.5% | +163.4% | +114.8% |
| 5Y | -29.4% | +38.0% | -67.4% | -48.9% |
| All | +70.5% | +75.1% | -4.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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