-71.7%
DOCU vs WCN
+46.3%
-118.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.8% | +1.2% | -6.0% | -5.4% |
| 30D | +9.4% | +24.6% | -15.2% | -3.3% |
| 3M | +29.0% | +14.2% | +14.8% | +19.6% |
| 6M | +62.3% | +25.7% | +36.6% | +42.5% |
| YTD | +13.7% | +9.3% | +4.4% | +7.4% |
| 1Y | +11.5% | +15.3% | -3.8% | +1.6% |
| 3Y | +94.2% | +48.6% | +45.6% | +38.6% |
| 5Y | -71.7% | +46.9% | -118.7% | -81.1% |
| All | -71.7% | +46.3% | -118.1% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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