+164.6%
DOCN vs WAB
+289.3%
-124.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.2% |
| 7D | +1.1% | -3.2% | +4.3% | +4.1% |
| 30D | -9.6% | -4.4% | -5.2% | -5.9% |
| 3M | -37.7% | +7.9% | -45.5% | -42.4% |
| 6M | +115.2% | +8.7% | +106.5% | +95.1% |
| YTD | +133.7% | +33.0% | +100.8% | +74.2% |
| 1Y | +250.2% | +46.7% | +203.5% | +136.9% |
| 3Y | +320.3% | +153.0% | +167.3% | +69.4% |
| 5Y | +53.1% | +222.3% | -169.2% | -49.3% |
| All | +164.6% | +289.3% | -124.7% | -11.3% |
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