+66.4%
DOCN vs WCC
+249.8%
-183.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.6% | -6.3% | -10.2% |
| 7D | -29.3% | -21.9% | -7.4% | -17.7% |
| 30D | -46.0% | -25.4% | -20.6% | -35.3% |
| 3M | -43.2% | -23.1% | -20.1% | -33.0% |
| 6M | -53.7% | -18.1% | -35.7% | -47.5% |
| YTD | +46.9% | +17.7% | +29.3% | +34.3% |
| 1Y | +54.3% | +12.4% | +42.0% | +44.4% |
| 3Y | +185.5% | +105.9% | +79.7% | +80.1% |
| 5Y | -31.1% | +116.8% | -147.9% | -62.3% |
| All | +66.4% | +249.8% | -183.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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