+198.1%
DOCN vs WTW
+58.1%
+139.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.8% | +15.5% | +13.7% |
| 7D | +16.3% | -2.7% | +19.0% | +17.3% |
| 30D | +2.0% | -5.6% | +7.7% | +3.9% |
| 3M | -25.2% | +26.5% | -51.7% | -33.3% |
| 6M | +132.7% | +8.1% | +124.5% | +122.3% |
| YTD | +163.3% | -0.3% | +163.6% | +159.0% |
| 1Y | +280.3% | -0.9% | +281.2% | +273.1% |
| 3Y | +371.8% | +66.6% | +305.2% | +215.3% |
| 5Y | +87.1% | +54.0% | +33.1% | +31.9% |
| All | +198.1% | +58.1% | +139.9% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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