-20.4%
DOCU vs WTW
-0.3%
-20.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.2% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | +8.0% | -5.6% | +13.6% | +9.5% |
| 3M | +41.0% | +26.5% | +14.5% | +32.2% |
| 6M | +33.7% | +8.1% | +25.5% | +26.5% |
| YTD | -4.9% | -0.3% | -4.6% | -10.1% |
| 1Y | -20.4% | -0.9% | -19.5% | -25.8% |
| All | -20.4% | -0.3% | -20.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling