+72.2%
DOCU vs WTW
+150.2%
-78.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.6% |
| 7D | +6.9% | -2.6% | +9.5% | +8.1% |
| 30D | +19.0% | -1.0% | +20.0% | +19.4% |
| 3M | +34.3% | +29.9% | +4.4% | +18.8% |
| 6M | +48.0% | +10.7% | +37.3% | +40.0% |
| YTD | 0.0% | +2.6% | -2.6% | -3.0% |
| 1Y | -10.3% | +2.8% | -13.0% | -13.4% |
| 3Y | +32.4% | +67.3% | -34.9% | -2.5% |
| 5Y | -77.9% | +56.6% | -134.6% | -83.0% |
| All | +72.2% | +150.2% | -78.0% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling