+48.0%
DOCU vs TW
+285.7%
-237.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -3.2% | +7.3% | -10.5% | -6.4% |
| 30D | +15.7% | +18.6% | -2.9% | +6.9% |
| 3M | +37.3% | +24.8% | +12.4% | +23.8% |
| 6M | +63.1% | +16.1% | +47.1% | +51.3% |
| YTD | +15.4% | +19.1% | -3.7% | +4.7% |
| 1Y | +11.3% | +22.8% | -11.5% | -0.5% |
| 3Y | +92.1% | +40.4% | +51.7% | +50.2% |
| 5Y | -70.5% | +37.9% | -108.4% | -77.5% |
| All | +48.0% | +285.7% | -237.7% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling