+70.5%
DOCN vs WAT
+68.8%
+1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -19.2% | -1.1% | -18.0% | -18.4% |
| 30D | -43.1% | +5.0% | -48.0% | -44.6% |
| 3M | -40.7% | +14.5% | -55.2% | -45.6% |
| 6M | -55.0% | +30.9% | -85.9% | -62.7% |
| YTD | +50.6% | +20.5% | +30.1% | +29.3% |
| 1Y | +54.0% | +23.3% | +30.7% | +30.0% |
| 3Y | +203.9% | +81.5% | +122.4% | +78.6% |
| 5Y | -29.4% | +33.4% | -62.8% | -47.6% |
| All | +70.5% | +68.8% | +1.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling