+0.1%
AWK vs DOCU
-71.9%
+71.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.0% |
| 7D | +7.2% | -3.2% | +10.4% | +7.3% |
| 30D | +19.0% | +15.7% | +3.4% | +18.2% |
| 3M | +14.4% | +37.3% | -22.9% | +12.6% |
| 6M | +22.6% | +63.1% | -40.5% | +19.6% |
| YTD | +19.2% | +15.4% | +3.8% | +18.1% |
| 1Y | +19.6% | +11.3% | +8.2% | +18.6% |
| 3Y | +26.1% | +92.1% | -66.0% | +16.8% |
| 5Y | +0.1% | -70.5% | +70.6% | -6.5% |
| All | +0.1% | -71.9% | +71.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 5y: compounded portfolio wealth divided by compounded DOCU 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…
5y analysis · Full analysis span regression · 6 months rolling