-35.6%
DOCN vs WST
-0.1%
-35.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +1.7% |
| 7D | -19.2% | -3.1% | -16.0% | -17.9% |
| 30D | -43.1% | +9.1% | -52.1% | -45.0% |
| 3M | -40.7% | +14.7% | -55.4% | -44.2% |
| 6M | -55.0% | +28.0% | -83.0% | -59.8% |
| YTD | +50.6% | +45.6% | +5.0% | +26.9% |
| 1Y | +54.0% | +45.7% | +8.3% | +29.4% |
| 3Y | +203.9% | +21.1% | +182.8% | +133.1% |
| All | -35.6% | -0.1% | -35.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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