-19.0%
DOCU vs WETO
-99.4%
+80.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +2.2% |
| 7D | -0.3% | -19.9% | +19.6% | -0.5% |
| 30D | +10.9% | -42.7% | +53.6% | +12.0% |
| 3M | +45.8% | -97.7% | +143.5% | +47.0% |
| 6M | +35.3% | -94.4% | +129.7% | +37.7% |
| YTD | -3.8% | -97.0% | +93.2% | -2.7% |
| 1Y | -16.5% | -98.9% | +82.3% | -16.6% |
| All | -19.0% | -99.4% | +80.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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