+102.6%
DOCU vs SWK
+5.3%
+97.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.1% | -12.9% | -4.6% |
| 7D | -3.7% | +17.9% | -21.6% | -9.7% |
| 30D | +15.0% | +31.9% | -17.0% | +3.4% |
| 3M | +39.9% | +16.6% | +23.3% | +31.5% |
| 6M | +66.2% | +61.1% | +5.0% | +37.3% |
| YTD | +17.7% | +64.2% | -46.5% | -5.0% |
| 1Y | +13.7% | +85.2% | -71.5% | -12.7% |
| 3Y | +95.9% | +50.2% | +45.7% | +56.1% |
| 5Y | -71.7% | -22.8% | -48.9% | -73.0% |
| All | +102.6% | +5.3% | +97.3% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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