-31.1%
DOCN vs WAT
+32.1%
-63.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.7% | -13.8% |
| 7D | -29.3% | -5.6% | -23.7% | -26.3% |
| 30D | -46.0% | +3.8% | -49.8% | -47.1% |
| 3M | -43.2% | +13.3% | -56.5% | -47.8% |
| 6M | -53.7% | +32.2% | -85.9% | -62.3% |
| YTD | +46.9% | +19.3% | +27.6% | +26.0% |
| 1Y | +54.3% | +21.8% | +32.5% | +30.3% |
| 3Y | +185.5% | +73.9% | +111.6% | +65.3% |
| 5Y | -31.1% | +32.1% | -63.2% | -46.8% |
| All | -31.1% | +32.1% | -63.2% | -46.8% |
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