+72.2%
DOCU vs SWK
-14.1%
+86.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +19.0% | -5.7% | +24.7% | +21.6% |
| 3M | +34.3% | +24.1% | +10.2% | +23.3% |
| 6M | +48.0% | +24.7% | +23.3% | +33.9% |
| YTD | 0.0% | +33.9% | -33.9% | -12.5% |
| 1Y | -10.3% | +34.7% | -45.0% | -22.0% |
| 3Y | +32.4% | +15.3% | +17.1% | +17.0% |
| 5Y | -77.9% | -39.3% | -38.7% | -77.1% |
| All | +72.2% | -14.1% | +86.3% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling