-71.7%
DOCU vs TW
+37.3%
-109.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -5.5% | +4.2% | -9.8% | -7.7% |
| 30D | +12.6% | +18.9% | -6.3% | +2.5% |
| 3M | +36.4% | +23.8% | +12.6% | +21.2% |
| 6M | +66.8% | +17.0% | +49.8% | +51.9% |
| YTD | +13.5% | +19.2% | -5.8% | +0.8% |
| 1Y | +11.3% | +20.1% | -8.8% | -1.6% |
| 3Y | +92.1% | +40.5% | +51.6% | +30.0% |
| All | -71.7% | +37.3% | -109.0% | -80.2% |
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