+70.5%
DOCN vs WU
-56.2%
+126.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.1% |
| 7D | -19.2% | +11.7% | -30.8% | -22.3% |
| 30D | -43.1% | +12.6% | -55.7% | -45.7% |
| 3M | -40.7% | -0.5% | -40.2% | -41.3% |
| 6M | -55.0% | -18.2% | -36.8% | -52.8% |
| YTD | +50.6% | -19.0% | +69.6% | +58.3% |
| 1Y | +54.0% | -16.7% | +70.6% | +59.4% |
| 3Y | +203.9% | -21.0% | +224.9% | +215.8% |
| 5Y | -29.4% | -41.7% | +12.3% | -15.7% |
| All | +70.5% | -56.2% | +126.8% | +73.2% |
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