-31.1%
DOCN vs WST
-7.2%
-23.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -11.9% | -14.1% |
| 7D | -29.3% | -5.8% | -23.5% | -27.2% |
| 30D | -46.0% | +5.3% | -51.4% | -47.1% |
| 3M | -43.2% | +11.8% | -55.0% | -45.9% |
| 6M | -53.7% | +26.7% | -80.4% | -58.5% |
| YTD | +46.9% | +43.0% | +3.9% | +24.6% |
| 1Y | +54.3% | +38.9% | +15.5% | +32.2% |
| 3Y | +185.5% | +18.2% | +167.4% | +121.6% |
| 5Y | -31.1% | -1.5% | -29.6% | -35.7% |
| All | -31.1% | -7.2% | -23.9% | -35.7% |
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