+164.6%
DOCN vs WY
-14.5%
+179.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.3% |
| 7D | +1.1% | -1.7% | +2.9% | +2.3% |
| 30D | -9.6% | -10.1% | +0.5% | -3.6% |
| 3M | -37.7% | -5.1% | -32.6% | -37.2% |
| 6M | +115.2% | -4.8% | +120.0% | +112.9% |
| YTD | +133.7% | -0.2% | +134.0% | +119.5% |
| 1Y | +250.2% | -6.6% | +256.8% | +244.9% |
| 3Y | +320.3% | -22.7% | +343.0% | +375.1% |
| 5Y | +53.1% | -22.2% | +75.3% | +91.7% |
| All | +164.6% | -14.5% | +179.1% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling