+97.7%
DOCN vs WAT
+72.4%
+25.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.8% | -8.2% |
| 7D | -20.0% | -1.9% | -18.1% | -19.0% |
| 30D | -38.8% | +6.2% | -45.0% | -41.0% |
| 3M | -34.8% | +18.1% | -52.9% | -41.6% |
| 6M | -22.8% | +54.9% | -77.7% | -41.9% |
| YTD | +74.6% | +23.1% | +51.5% | +47.3% |
| 1Y | +116.4% | +27.3% | +89.1% | +78.7% |
| 3Y | +239.3% | +79.5% | +159.8% | +101.4% |
| 5Y | -20.2% | +35.0% | -55.2% | -41.7% |
| All | +97.7% | +72.4% | +25.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling