-31.1%
DOCN vs WM
+62.1%
-93.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.2% | -17.0% | -15.8% |
| 7D | -29.3% | +4.5% | -33.8% | -29.0% |
| 30D | -46.0% | +16.1% | -62.1% | -45.7% |
| 3M | -43.2% | +8.0% | -51.2% | -42.7% |
| 6M | -53.7% | +8.4% | -62.1% | -53.6% |
| YTD | +46.9% | +11.2% | +35.7% | +45.5% |
| 1Y | +54.3% | +22.3% | +32.0% | +48.6% |
| 3Y | +185.5% | +50.2% | +135.3% | +138.8% |
| 5Y | -31.1% | +63.3% | -94.4% | -47.3% |
| All | -31.1% | +62.1% | -93.2% | -47.3% |
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