+63.8%
DOCU vs WTW
+143.1%
-79.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.6% |
| 7D | +0.7% | -2.7% | +3.4% | +1.9% |
| 30D | +8.0% | -5.6% | +13.6% | +10.7% |
| 3M | +41.0% | +26.5% | +14.5% | +26.4% |
| 6M | +33.7% | +8.1% | +25.5% | +27.8% |
| YTD | -4.9% | -0.3% | -4.6% | -6.5% |
| 1Y | -20.4% | -0.9% | -19.5% | -21.8% |
| 3Y | +29.6% | +66.6% | -37.0% | -4.6% |
| 5Y | -76.9% | +54.0% | -130.9% | -82.1% |
| All | +63.8% | +143.1% | -79.3% | -2.5% |
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