+66.4%
DOCN vs WWD
+164.8%
-98.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.0% | -9.9% | -12.5% |
| 7D | -29.3% | -2.6% | -26.7% | -27.8% |
| 30D | -46.0% | -7.7% | -38.3% | -43.1% |
| 3M | -43.2% | -17.7% | -25.5% | -36.4% |
| 6M | -53.7% | -15.9% | -37.8% | -49.5% |
| YTD | +46.9% | +1.8% | +45.2% | +42.3% |
| 1Y | +54.3% | +17.4% | +36.9% | +36.6% |
| 3Y | +185.5% | +137.1% | +48.4% | +61.3% |
| 5Y | -31.1% | +162.4% | -193.5% | -66.5% |
| All | +66.4% | +164.8% | -98.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling