-32.9%
DOCN vs WAB
+216.2%
-249.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +2.9% | +2.9% |
| 7D | -12.8% | +4.0% | -16.8% | -15.5% |
| 30D | -41.9% | +4.5% | -46.4% | -43.8% |
| 3M | -36.9% | +2.3% | -39.2% | -37.7% |
| 6M | -52.2% | +12.5% | -64.7% | -57.7% |
| YTD | +62.7% | +40.2% | +22.5% | +12.9% |
| 1Y | +58.2% | +45.2% | +13.0% | +5.8% |
| 3Y | +219.5% | +171.8% | +47.7% | +6.5% |
| 5Y | -32.9% | +217.6% | -250.5% | -81.1% |
| All | -32.9% | +216.2% | -249.1% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling