+70.5%
DOCN vs WY
-22.0%
+92.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +4.2% |
| 7D | -19.2% | +3.1% | -22.2% | -21.0% |
| 30D | -43.1% | +13.0% | -56.0% | -47.8% |
| 3M | -40.7% | -16.8% | -23.9% | -34.8% |
| 6M | -55.0% | -11.2% | -43.8% | -54.0% |
| YTD | +50.6% | -9.1% | +59.7% | +47.2% |
| 1Y | +54.0% | -4.8% | +58.7% | +44.1% |
| 3Y | +203.9% | -25.3% | +229.2% | +237.0% |
| 5Y | -29.4% | -33.2% | +3.8% | -6.1% |
| All | +70.5% | -22.0% | +92.6% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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