+504.0%
WDC vs DOCN
+91.6%
+412.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -16.7% | -12.1% | -4.6% | -13.5% |
| 30D | -27.2% | -41.0% | +13.8% | -16.5% |
| 3M | -34.0% | -38.7% | +4.7% | -25.6% |
| 6M | -39.7% | -51.5% | +11.8% | -28.2% |
| YTD | +68.1% | +65.3% | +2.8% | +48.4% |
| 1Y | +66.3% | +53.9% | +12.4% | +49.2% |
| 3Y | +754.4% | +215.6% | +538.9% | +543.4% |
| 5Y | +595.8% | -26.2% | +621.9% | +469.4% |
| All | +504.0% | +91.6% | +412.4% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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