+198.1%
DOCN vs WY
-15.7%
+213.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.4% | +14.1% | +13.6% |
| 7D | +16.3% | -2.1% | +18.4% | +17.7% |
| 30D | +2.0% | -10.5% | +12.5% | +9.0% |
| 3M | -25.2% | -4.9% | -20.3% | -25.0% |
| 6M | +132.7% | -4.9% | +137.6% | +129.7% |
| YTD | +163.3% | -1.7% | +164.9% | +149.2% |
| 1Y | +280.3% | -9.4% | +289.7% | +283.0% |
| 3Y | +371.8% | -22.3% | +394.1% | +427.9% |
| 5Y | +87.1% | -20.5% | +107.6% | +134.9% |
| All | +198.1% | -15.7% | +213.8% | +241.5% |
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