+53.9%
DOCN vs WAB
+47.8%
+6.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.2% |
| 7D | -12.1% | +4.0% | -16.1% | -14.2% |
| 30D | -41.0% | +6.3% | -47.3% | -43.0% |
| 3M | -38.7% | +3.3% | -42.0% | -39.8% |
| 6M | -51.5% | +14.5% | -66.0% | -54.9% |
| YTD | +65.3% | +42.7% | +22.6% | +24.6% |
| 1Y | +53.9% | +45.2% | +8.7% | +14.4% |
| All | +53.9% | +47.8% | +6.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling