+168.3%
WFC vs DOCN
+171.0%
-2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | +1.5% | -9.6% | +11.1% | +2.2% |
| 3M | +10.9% | -37.7% | +48.6% | +15.1% |
| 6M | +8.4% | +115.2% | -106.8% | -3.3% |
| YTD | -1.9% | +133.7% | -135.6% | -13.8% |
| 1Y | +12.3% | +250.2% | -237.8% | -6.3% |
| 3Y | +132.3% | +320.3% | -188.0% | +86.7% |
| 5Y | +130.1% | +53.1% | +77.0% | +87.8% |
| All | +168.3% | +171.0% | -2.7% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling