+84.2%
DOCN vs W
-64.9%
+149.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.6% | +3.4% | +6.4% |
| 7D | -12.8% | +3.3% | -16.1% | -13.9% |
| 30D | -41.9% | +10.5% | -52.4% | -44.1% |
| 3M | -36.9% | +9.6% | -46.6% | -39.5% |
| 6M | -52.2% | +76.4% | -128.6% | -63.4% |
| YTD | +62.7% | +16.4% | +46.3% | +42.3% |
| 1Y | +58.2% | +9.3% | +48.9% | +40.6% |
| 3Y | +219.5% | +172.8% | +46.7% | +67.1% |
| 5Y | -32.9% | -53.4% | +20.5% | -40.0% |
| All | +84.2% | -64.9% | +149.1% | +70.3% |
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