+66.4%
DOCN vs WY
-19.6%
+86.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.3% | -15.5% |
| 7D | -29.3% | +9.5% | -38.8% | -33.3% |
| 30D | -46.0% | +16.3% | -62.3% | -51.3% |
| 3M | -43.2% | -15.5% | -27.7% | -37.9% |
| 6M | -53.7% | -7.1% | -46.6% | -54.0% |
| YTD | +46.9% | -6.3% | +53.2% | +41.3% |
| 1Y | +54.3% | -0.3% | +54.6% | +40.3% |
| 3Y | +185.5% | -23.5% | +209.1% | +214.0% |
| 5Y | -31.1% | -31.1% | 0.0% | -9.8% |
| All | +66.4% | -19.6% | +86.0% | +93.7% |
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