+105.1%
DOCN vs WCN
+91.5%
+13.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.5% |
| 7D | +3.7% | +0.4% | +3.3% | +3.7% |
| 30D | -33.7% | +25.3% | -59.0% | -36.9% |
| 3M | -27.9% | +15.4% | -43.3% | -30.0% |
| 6M | -46.4% | +27.8% | -74.3% | -50.6% |
| YTD | +81.1% | +10.6% | +70.6% | +77.0% |
| 1Y | +74.3% | +15.8% | +58.5% | +65.7% |
| 3Y | +245.8% | +50.3% | +195.6% | +153.5% |
| 5Y | -23.7% | +46.9% | -70.7% | -46.9% |
| All | +105.1% | +91.5% | +13.5% | +56.2% |
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