-35.6%
DOCN vs WTW
+51.8%
-87.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.3% |
| 7D | -19.2% | +1.4% | -20.5% | -19.6% |
| 30D | -43.1% | +13.1% | -56.2% | -46.1% |
| 3M | -40.7% | -3.0% | -37.7% | -40.7% |
| 6M | -55.0% | +31.2% | -86.2% | -61.8% |
| YTD | +50.6% | +1.1% | +49.5% | +45.9% |
| 1Y | +54.0% | +3.4% | +50.5% | +46.3% |
| 3Y | +203.9% | +44.7% | +159.2% | +107.1% |
| All | -35.6% | +51.8% | -87.4% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling