+102.6%
DOCU vs WST
+366.2%
-263.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | +1.3% | -5.0% | -4.3% |
| 30D | +15.0% | +8.5% | +6.5% | +11.1% |
| 3M | +39.9% | +17.2% | +22.7% | +30.8% |
| 6M | +66.2% | +36.3% | +29.9% | +44.7% |
| YTD | +17.7% | +48.9% | -31.2% | -2.8% |
| 1Y | +13.7% | +42.9% | -29.2% | -4.6% |
| 3Y | +95.9% | +23.1% | +72.8% | +48.2% |
| 5Y | -71.7% | -4.4% | -67.3% | -74.9% |
| All | +102.6% | +366.2% | -263.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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