+84.2%
DOCN vs WWD
+187.3%
-103.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.1% | +5.3% |
| 7D | -12.8% | +4.2% | -17.0% | -14.3% |
| 30D | -41.9% | -0.8% | -41.1% | -41.2% |
| 3M | -36.9% | -8.2% | -28.8% | -33.5% |
| 6M | -52.2% | -9.8% | -42.4% | -49.9% |
| YTD | +62.7% | +10.4% | +52.3% | +50.7% |
| 1Y | +58.2% | +25.5% | +32.8% | +35.1% |
| 3Y | +219.5% | +155.8% | +63.7% | +73.3% |
| 5Y | -32.9% | +187.3% | -220.2% | -68.8% |
| All | +84.2% | +187.3% | -103.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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