+15.6%
DOCU vs TW
+19.3%
-3.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.5% |
| 30D | +10.8% | +19.7% | -8.9% | +4.4% |
| 3M | +38.0% | +26.8% | +11.1% | +27.4% |
| 6M | +77.4% | +20.9% | +56.5% | +66.0% |
| YTD | +17.2% | +22.9% | -5.7% | +8.1% |
| 1Y | +15.6% | +20.4% | -4.8% | +9.0% |
| All | +15.6% | +19.3% | -3.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling