+101.7%
DOCU vs WTW
+150.6%
-48.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | +12.9% | +12.0% | +1.0% | +7.3% |
| 3M | +35.1% | -2.1% | +37.1% | +36.1% |
| 6M | +76.2% | +34.8% | +41.4% | +53.2% |
| YTD | +17.2% | +2.7% | +14.4% | +13.5% |
| 1Y | +16.4% | +5.1% | +11.3% | +11.5% |
| 3Y | +95.6% | +44.4% | +51.2% | +56.4% |
| 5Y | -68.5% | +55.1% | -123.7% | -75.7% |
| All | +101.7% | +150.6% | -48.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling