+324.3%
DOCN vs W
+39.1%
+285.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.1% |
| 7D | +1.1% | -4.2% | +5.3% | +2.3% |
| 30D | -9.6% | -7.6% | -2.1% | -7.8% |
| 3M | -37.7% | +37.2% | -74.9% | -45.2% |
| 6M | +115.2% | +26.3% | +88.9% | +91.8% |
| YTD | +133.7% | -1.0% | +134.7% | +122.7% |
| 1Y | +250.2% | +20.1% | +230.1% | +204.4% |
| All | +324.3% | +39.1% | +285.2% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling