+70.5%
DOCN vs WCN
+88.4%
-17.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | -19.2% | +2.9% | -22.1% | -19.6% |
| 30D | -43.1% | +22.1% | -65.2% | -45.6% |
| 3M | -40.7% | +13.2% | -53.9% | -42.3% |
| 6M | -55.0% | +23.7% | -78.7% | -58.1% |
| YTD | +50.6% | +8.7% | +41.9% | +47.5% |
| 1Y | +54.0% | +15.3% | +38.6% | +45.6% |
| 3Y | +203.9% | +46.0% | +157.9% | +125.5% |
| 5Y | -29.4% | +45.9% | -75.3% | -50.8% |
| All | +70.5% | +88.4% | -17.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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