+164.6%
DOCN vs WTW
+62.7%
+101.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.6% |
| 7D | +1.1% | -2.6% | +3.8% | +2.1% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | -37.7% | +29.9% | -67.6% | -45.0% |
| 6M | +115.2% | +10.7% | +104.5% | +104.2% |
| YTD | +133.7% | +2.6% | +131.1% | +127.8% |
| 1Y | +250.2% | +2.8% | +247.4% | +238.7% |
| 3Y | +320.3% | +67.3% | +253.0% | +183.7% |
| 5Y | +53.1% | +56.6% | -3.5% | +6.8% |
| All | +164.6% | +62.7% | +101.9% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling