-70.5%
DOCU vs WAB
+207.7%
-278.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | +1.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.0% |
| 30D | +15.7% | -4.4% | +20.0% | +18.1% |
| 3M | +37.3% | -5.9% | +43.2% | +41.0% |
| 6M | +63.1% | +5.9% | +57.2% | +51.1% |
| YTD | +15.4% | +30.9% | -15.5% | -12.3% |
| 1Y | +11.3% | +35.8% | -24.5% | -18.1% |
| 3Y | +92.1% | +154.0% | -61.9% | -25.2% |
| 5Y | -70.5% | +203.9% | -274.4% | -90.2% |
| All | -70.5% | +207.7% | -278.2% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling