+101.7%
DOCU vs WAB
+263.2%
-161.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | +3.1% | -3.6% | -1.4% |
| 30D | +12.9% | +6.4% | +6.5% | +10.6% |
| 3M | +35.1% | +2.2% | +32.9% | +33.7% |
| 6M | +76.2% | +13.7% | +62.5% | +66.9% |
| YTD | +17.2% | +43.0% | -25.8% | +1.3% |
| 1Y | +16.4% | +47.0% | -30.6% | -0.4% |
| 3Y | +95.6% | +174.4% | -78.8% | +36.0% |
| 5Y | -68.5% | +222.2% | -290.7% | -79.0% |
| All | +101.7% | +263.2% | -161.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling