+70.5%
DOCN vs WTW
+60.4%
+10.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.2% |
| 7D | -19.2% | +1.4% | -20.5% | -19.6% |
| 30D | -43.1% | +13.1% | -56.2% | -45.7% |
| 3M | -40.7% | -3.0% | -37.7% | -40.7% |
| 6M | -55.0% | +31.2% | -86.2% | -60.9% |
| YTD | +50.6% | +1.1% | +49.5% | +46.5% |
| 1Y | +54.0% | +3.4% | +50.5% | +47.4% |
| 3Y | +203.9% | +44.7% | +159.2% | +127.1% |
| 5Y | -29.4% | +52.0% | -81.4% | -50.9% |
| All | +70.5% | +60.4% | +10.2% | +16.5% |
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