-71.7%
DOCU vs SWK
-24.2%
-47.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.1% | -12.9% | -5.8% |
| 7D | -3.7% | +17.9% | -21.6% | -11.3% |
| 30D | +15.0% | +31.9% | -17.0% | +0.4% |
| 3M | +39.9% | +16.6% | +23.3% | +29.2% |
| 6M | +66.2% | +61.1% | +5.0% | +29.7% |
| YTD | +17.7% | +64.2% | -46.5% | -11.2% |
| 1Y | +13.7% | +85.2% | -71.5% | -20.0% |
| 3Y | +95.9% | +50.2% | +45.7% | +41.5% |
| 5Y | -71.7% | -22.8% | -48.9% | -73.5% |
| All | -71.7% | -24.2% | -47.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling