+252.1%
DOCN vs WTW
+41.9%
+210.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.2% |
| 7D | +27.4% | -2.3% | +29.7% | +27.1% |
| 30D | -29.7% | +10.7% | -40.4% | -29.3% |
| 3M | -32.5% | -3.1% | -29.4% | -32.1% |
| 6M | -42.2% | +31.7% | -73.8% | -43.2% |
| YTD | +87.2% | +1.1% | +86.1% | +92.4% |
| 1Y | +86.2% | +4.1% | +82.1% | +89.6% |
| All | +252.1% | +41.9% | +210.2% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling