-71.7%
DOCU vs WTW
+51.8%
-123.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.3% |
| 7D | -5.5% | +1.4% | -6.9% | -6.3% |
| 30D | +12.6% | +13.1% | -0.5% | +4.8% |
| 3M | +36.4% | -3.0% | +39.4% | +38.4% |
| 6M | +66.8% | +31.2% | +35.6% | +40.7% |
| YTD | +13.5% | +1.1% | +12.4% | +9.6% |
| 1Y | +11.3% | +3.4% | +7.9% | +5.7% |
| 3Y | +92.1% | +44.7% | +47.3% | +28.6% |
| All | -71.7% | +51.8% | -123.5% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling