+72.2%
DOCU vs WPM
+705.2%
-633.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | +6.9% | +1.1% | +5.8% | +6.7% |
| 30D | +19.0% | +26.4% | -7.4% | +15.5% |
| 3M | +34.3% | +20.8% | +13.5% | +30.8% |
| 6M | +48.0% | +1.1% | +46.9% | +46.8% |
| YTD | 0.0% | +32.5% | -32.4% | -5.4% |
| 1Y | -10.3% | +51.5% | -61.8% | -17.2% |
| 3Y | +32.4% | +267.0% | -234.6% | +3.6% |
| 5Y | -77.9% | +250.1% | -328.1% | -83.0% |
| All | +72.2% | +705.2% | -633.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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