+51.5%
DOCN vs W
+8.7%
+42.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.6% | +3.4% | +7.4% |
| 7D | -12.8% | +3.3% | -16.1% | -13.0% |
| 30D | -41.9% | +10.5% | -52.4% | -42.4% |
| 3M | -36.9% | +9.6% | -46.6% | -37.5% |
| 6M | -52.2% | +76.4% | -128.6% | -56.5% |
| YTD | +62.7% | +16.4% | +46.3% | +60.5% |
| All | +51.5% | +8.7% | +42.9% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling