-53.7%
DOCN vs WAB
+5.8%
-59.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.3% | -11.1% |
| 7D | -29.3% | -2.5% | -26.8% | -26.9% |
| 30D | -46.0% | -4.4% | -41.7% | -43.5% |
| 3M | -43.2% | -5.9% | -37.3% | -40.1% |
| 6M | -53.7% | +5.9% | -59.7% | -54.0% |
| All | -53.7% | +5.8% | -59.5% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling