+111.9%
DOCN vs WTW
+60.4%
+51.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.8% |
| 7D | +27.4% | -2.3% | +29.7% | +28.2% |
| 30D | -29.7% | +10.7% | -40.4% | -32.5% |
| 3M | -32.5% | -3.1% | -29.4% | -32.4% |
| 6M | -42.2% | +31.7% | -73.8% | -49.8% |
| YTD | +87.2% | +1.1% | +86.1% | +82.0% |
| 1Y | +86.2% | +4.1% | +82.1% | +77.5% |
| 3Y | +257.4% | +42.1% | +215.3% | +170.6% |
| 5Y | -27.4% | +52.2% | -79.6% | -49.5% |
| All | +111.9% | +60.4% | +51.6% | +44.7% |
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 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