-19.9%
DOCU vs WETO
-99.4%
+79.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | +0.7% | -57.2% | +57.9% | -0.2% |
| 30D | +8.0% | -48.8% | +56.8% | +9.1% |
| 3M | +41.0% | -97.7% | +138.7% | +42.1% |
| 6M | +33.7% | -94.3% | +128.0% | +36.0% |
| YTD | -4.9% | -97.0% | +92.2% | -3.8% |
| 1Y | -20.4% | -98.9% | +78.5% | -20.5% |
| All | -19.9% | -99.4% | +79.4% | -16.2% |
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