-76.5%
DOCU vs TW
+23.1%
-99.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +6.9% | -2.3% | +9.2% | +8.2% |
| 30D | +19.0% | +3.9% | +15.1% | +16.4% |
| 3M | +34.3% | +5.7% | +28.6% | +29.5% |
| 6M | +48.0% | -14.5% | +62.5% | +59.7% |
| YTD | 0.0% | -0.9% | +0.9% | -1.6% |
| 1Y | -10.3% | -13.5% | +3.2% | -4.5% |
| 3Y | +32.4% | +25.0% | +7.4% | -6.8% |
| All | -76.5% | +23.1% | -99.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling