+30.9%
DOCU vs WAB
+153.4%
-122.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +6.9% | -3.2% | +10.1% | +7.9% |
| 30D | +19.0% | -4.4% | +23.4% | +20.4% |
| 3M | +34.3% | +7.9% | +26.4% | +29.4% |
| 6M | +48.0% | +8.7% | +39.3% | +40.2% |
| YTD | 0.0% | +33.0% | -33.0% | -16.4% |
| 1Y | -10.3% | +46.7% | -56.9% | -29.7% |
| All | +30.9% | +153.4% | -122.5% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling