-55.0%
DOCN vs WTW
+25.1%
-80.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +0.4% |
| 7D | -19.2% | +1.4% | -20.5% | -17.9% |
| 30D | -43.1% | +13.1% | -56.2% | -36.3% |
| 3M | -40.7% | -3.0% | -37.7% | -40.6% |
| 6M | -55.0% | +31.2% | -86.2% | -42.7% |
| All | -55.0% | +25.1% | -80.0% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling