+92.1%
DOCU vs TW
+39.9%
+52.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -5.5% | +4.2% | -9.8% | -6.4% |
| 30D | +12.6% | +18.9% | -6.3% | +8.9% |
| 3M | +36.4% | +23.8% | +12.6% | +30.8% |
| 6M | +66.8% | +17.0% | +49.8% | +61.3% |
| YTD | +13.5% | +19.2% | -5.8% | +9.4% |
| 1Y | +11.3% | +20.1% | -8.8% | +7.2% |
| 3Y | +92.1% | +40.5% | +51.6% | +84.3% |
| All | +92.1% | +39.9% | +52.1% | +84.3% |
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