+87.1%
DOCN vs WY
-23.3%
+110.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.9% |
| 7D | -12.1% | +0.2% | -12.3% | -12.6% |
| 30D | -41.0% | +8.0% | -49.0% | -44.5% |
| 3M | -38.7% | -17.7% | -21.0% | -32.2% |
| 6M | -51.5% | -10.8% | -40.7% | -50.8% |
| YTD | +65.3% | -10.6% | +75.8% | +63.0% |
| 1Y | +53.9% | -5.7% | +59.6% | +44.6% |
| 3Y | +215.6% | -24.8% | +240.3% | +245.5% |
| 5Y | -26.2% | -31.7% | +5.6% | -1.6% |
| All | +87.1% | -23.3% | +110.5% | +123.4% |
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