-1.4%
DOCU vs WETO
-99.8%
+98.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.0% | -4.8% | +3.3% |
| 7D | -0.4% | -25.4% | +25.0% | -0.7% |
| 30D | +12.9% | -36.5% | +49.4% | +12.6% |
| 3M | +35.1% | -85.6% | +120.7% | +34.8% |
| 6M | +76.2% | -98.7% | +174.9% | +76.8% |
| YTD | +17.2% | -99.2% | +116.4% | +17.1% |
| 1Y | +16.4% | -99.4% | +115.8% | +16.0% |
| All | -1.4% | -99.8% | +98.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling