+70.5%
DOCN vs WAB
+290.3%
-219.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.8% |
| 7D | -19.2% | +1.4% | -20.6% | -19.7% |
| 30D | -43.1% | +0.4% | -43.5% | -42.6% |
| 3M | -40.7% | -3.8% | -36.9% | -38.0% |
| 6M | -55.0% | +5.1% | -60.1% | -57.1% |
| YTD | +50.6% | +33.3% | +17.3% | +13.0% |
| 1Y | +54.0% | +39.8% | +14.1% | +10.4% |
| 3Y | +203.9% | +161.1% | +42.8% | +20.0% |
| 5Y | -29.4% | +209.5% | -238.8% | -76.2% |
| All | +70.5% | +290.3% | -219.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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