+87.1%
DOCN vs WU
-55.8%
+142.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | -12.1% | +11.0% | -23.2% | -15.4% |
| 30D | -41.0% | +13.4% | -54.4% | -43.7% |
| 3M | -38.7% | +2.2% | -40.9% | -39.9% |
| 6M | -51.5% | -18.2% | -33.3% | -49.0% |
| YTD | +65.3% | -18.3% | +83.5% | +73.2% |
| 1Y | +53.9% | -12.2% | +66.1% | +56.1% |
| 3Y | +215.6% | -20.8% | +236.4% | +227.8% |
| 5Y | -26.2% | -42.6% | +16.4% | -12.8% |
| All | +87.1% | -55.8% | +142.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling