+98.6%
DOCU vs WPM
+588.2%
-489.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -3.2% | +7.5% | -10.7% | -4.1% |
| 30D | +15.7% | -3.8% | +19.5% | +15.9% |
| 3M | +37.3% | +8.0% | +29.3% | +35.2% |
| 6M | +63.1% | +6.1% | +57.1% | +60.2% |
| YTD | +15.4% | +13.2% | +2.2% | +10.8% |
| 1Y | +11.3% | +37.9% | -26.6% | +3.5% |
| 3Y | +92.1% | +201.7% | -109.7% | +53.8% |
| 5Y | -70.5% | +240.0% | -310.5% | -77.2% |
| All | +98.6% | +588.2% | -489.5% | +71.0% |
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