+66.4%
DOCN vs WAB
+283.3%
-216.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.6% | -10.3% | -10.7% |
| 7D | -29.3% | -2.5% | -26.8% | -27.1% |
| 30D | -46.0% | -4.4% | -41.7% | -43.2% |
| 3M | -43.2% | -5.9% | -37.3% | -39.4% |
| 6M | -53.7% | +5.9% | -59.7% | -56.2% |
| YTD | +46.9% | +30.9% | +16.0% | +12.1% |
| 1Y | +54.3% | +35.8% | +18.5% | +13.7% |
| 3Y | +185.5% | +154.0% | +31.5% | +15.7% |
| 5Y | -31.1% | +203.9% | -235.0% | -76.4% |
| All | +66.4% | +283.3% | -216.9% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling