+45.8%
DOCU vs TW
+287.8%
-242.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -4.8% | +3.4% | -8.2% | -6.3% |
| 30D | +9.4% | +15.5% | -6.1% | +2.4% |
| 3M | +29.0% | +25.1% | +3.9% | +16.3% |
| 6M | +62.3% | +18.2% | +44.1% | +49.3% |
| YTD | +13.7% | +19.7% | -6.0% | +2.9% |
| 1Y | +11.5% | +18.1% | -6.6% | +1.6% |
| 3Y | +94.2% | +40.5% | +53.7% | +51.9% |
| 5Y | -71.7% | +37.1% | -108.8% | -78.4% |
| All | +45.8% | +287.8% | -242.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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