-15.8%
DOCU vs WETO
-99.4%
+83.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -20.8% | +24.5% | +3.4% |
| 7D | +6.9% | -55.4% | +62.3% | +6.0% |
| 30D | +19.0% | -48.5% | +67.5% | +20.1% |
| 3M | +34.3% | -97.5% | +131.8% | +35.5% |
| 6M | +48.0% | -94.2% | +142.2% | +50.6% |
| YTD | 0.0% | -97.0% | +97.0% | +1.1% |
| 1Y | -10.3% | -98.9% | +88.6% | -10.4% |
| All | -15.8% | -99.4% | +83.5% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling