+11.3%
DOCU vs WAB
+39.3%
-28.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -0.9% |
| 7D | -5.5% | +1.4% | -7.0% | -4.8% |
| 30D | +12.6% | +0.4% | +12.2% | +13.2% |
| 3M | +36.4% | -3.8% | +40.2% | +34.8% |
| 6M | +66.8% | +5.1% | +61.7% | +72.9% |
| YTD | +13.5% | +33.3% | -19.9% | +14.6% |
| 1Y | +11.3% | +39.8% | -28.5% | +7.2% |
| All | +11.3% | +39.3% | -28.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling