+60.1%
DOCN vs WAT
-3.2%
+63.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.9% |
| 30D | -9.6% | +2.3% | -12.0% | -11.1% |
| 3M | -37.7% | +8.7% | -46.4% | -41.6% |
| 6M | +115.2% | +28.3% | +86.9% | +79.1% |
| YTD | +133.7% | +7.8% | +125.9% | +114.5% |
| 1Y | +250.2% | +36.6% | +213.6% | +170.3% |
| 3Y | +320.3% | +45.7% | +274.6% | +181.9% |
| All | +60.1% | -3.2% | +63.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling