-20.2%
DOCN vs WM
+61.7%
-81.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.6% | -8.8% | -7.0% |
| 7D | -20.0% | +5.9% | -26.0% | -19.7% |
| 30D | -38.8% | +15.4% | -54.2% | -38.4% |
| 3M | -34.8% | +6.3% | -41.2% | -34.4% |
| 6M | -22.8% | +5.6% | -28.4% | -22.6% |
| YTD | +74.6% | +9.9% | +64.7% | +72.7% |
| 1Y | +116.4% | +20.8% | +95.6% | +108.2% |
| 3Y | +239.3% | +48.5% | +190.8% | +183.3% |
| 5Y | -20.2% | +60.6% | -80.8% | -38.8% |
| All | -20.2% | +61.7% | -81.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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