-27.5%
DOCN vs WTW
+55.3%
-82.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.8% |
| 7D | +19.1% | +2.0% | +17.1% | +18.2% |
| 30D | -21.0% | +12.9% | -33.9% | -25.0% |
| 3M | -34.7% | +0.7% | -35.5% | -35.7% |
| 6M | -45.8% | +39.5% | -85.2% | -55.2% |
| YTD | +79.4% | +3.1% | +76.3% | +72.6% |
| 1Y | +91.0% | +4.8% | +86.3% | +81.3% |
| 3Y | +237.5% | +42.9% | +194.5% | +136.3% |
| All | -27.5% | +55.3% | -82.7% | -56.6% |
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