+72.2%
DOCU vs WST
+287.7%
-215.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +6.9% | +0.7% | +6.1% | +6.6% |
| 30D | +19.0% | -3.1% | +22.1% | +20.5% |
| 3M | +34.3% | +7.2% | +27.1% | +29.6% |
| 6M | +48.0% | +36.8% | +11.2% | +26.9% |
| YTD | 0.0% | +23.8% | -23.8% | -10.8% |
| 1Y | -10.3% | +37.8% | -48.0% | -24.6% |
| 3Y | +32.4% | -15.9% | +48.3% | +24.9% |
| 5Y | -77.9% | -25.8% | -52.1% | -78.0% |
| All | +72.2% | +287.7% | -215.5% | -35.6% |
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