+70.5%
DOCN vs W
-66.4%
+137.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | -19.2% | -3.6% | -15.6% | -18.3% |
| 30D | -43.1% | +7.0% | -50.0% | -44.5% |
| 3M | -40.7% | +7.4% | -48.1% | -42.7% |
| 6M | -55.0% | +69.3% | -124.3% | -65.0% |
| YTD | +50.6% | +11.3% | +39.3% | +33.8% |
| 1Y | +54.0% | +13.2% | +40.7% | +34.5% |
| 3Y | +203.9% | +142.0% | +61.9% | +66.5% |
| 5Y | -29.4% | -54.6% | +25.3% | -35.9% |
| All | +70.5% | -66.4% | +137.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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