+111.9%
DOCN vs WPM
+267.8%
-155.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.1% | +4.1% |
| 7D | +27.4% | -0.5% | +27.9% | +27.5% |
| 30D | -29.7% | -3.1% | -26.6% | -29.2% |
| 3M | -32.5% | -2.2% | -30.3% | -32.5% |
| 6M | -42.2% | -7.4% | -34.8% | -41.8% |
| YTD | +87.2% | +12.6% | +74.5% | +73.8% |
| 1Y | +86.2% | +22.8% | +63.4% | +68.1% |
| 3Y | +257.4% | +213.6% | +43.8% | +129.4% |
| 5Y | -27.4% | +211.2% | -238.6% | -54.5% |
| All | +111.9% | +267.8% | -155.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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