-19.2%
DOCU vs WETO
-99.0%
+79.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.2% | -1.0% |
| 7D | -1.4% | -38.7% | +37.2% | -1.9% |
| 30D | +8.1% | -51.3% | +59.4% | +8.9% |
| 3M | +43.0% | -97.8% | +140.8% | +45.4% |
| 6M | +32.4% | -94.8% | +127.1% | +33.6% |
| YTD | -5.8% | -97.2% | +91.4% | -4.8% |
| 1Y | -19.2% | -98.9% | +79.7% | -17.1% |
| All | -19.2% | -99.0% | +79.7% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling