+66.4%
DOCN vs W
-65.9%
+132.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.2% | -7.6% | -12.9% |
| 7D | -29.3% | -5.6% | -23.7% | -27.9% |
| 30D | -46.0% | +7.5% | -53.6% | -47.5% |
| 3M | -43.2% | +5.4% | -48.6% | -44.7% |
| 6M | -53.7% | +79.4% | -133.1% | -64.8% |
| YTD | +46.9% | +12.9% | +34.0% | +29.9% |
| 1Y | +54.3% | +12.4% | +41.9% | +35.3% |
| 3Y | +185.5% | +128.5% | +57.0% | +60.5% |
| 5Y | -31.1% | -54.0% | +22.9% | -37.8% |
| All | +66.4% | -65.9% | +132.3% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling