+96.4%
DOCU vs TW
+44.1%
+52.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +4.1% | +3.9% | +0.1% | +3.3% |
| 30D | +7.4% | +19.9% | -12.6% | +3.6% |
| 3M | +26.0% | +25.9% | +0.1% | +20.4% |
| 6M | +79.2% | +21.1% | +58.0% | +72.0% |
| YTD | +18.1% | +23.9% | -5.8% | +13.0% |
| 1Y | +20.5% | +21.2% | -0.7% | +15.5% |
| 3Y | +96.4% | +44.8% | +51.6% | +87.6% |
| All | +96.4% | +44.1% | +52.3% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling