-31.1%
DOCN vs WPM
+241.8%
-272.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.7% | -16.6% | -16.1% |
| 7D | -29.3% | +7.5% | -36.7% | -31.0% |
| 30D | -46.0% | -3.8% | -42.3% | -45.4% |
| 3M | -43.2% | +8.0% | -51.2% | -44.9% |
| 6M | -53.7% | +6.1% | -59.8% | -55.1% |
| YTD | +46.9% | +13.2% | +33.7% | +35.4% |
| 1Y | +54.3% | +37.9% | +16.5% | +33.0% |
| 3Y | +185.5% | +201.7% | -16.2% | +76.6% |
| 5Y | -31.1% | +240.0% | -271.1% | -58.0% |
| All | -31.1% | +241.8% | -272.9% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling