+95.3%
DOCU vs WU
-38.4%
+133.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -5.5% | +11.7% | -17.2% | -9.4% |
| 30D | +12.6% | +12.6% | 0.0% | +7.7% |
| 3M | +36.4% | -0.5% | +36.9% | +36.3% |
| 6M | +66.8% | -18.2% | +85.0% | +76.9% |
| YTD | +13.5% | -19.0% | +32.5% | +20.2% |
| 1Y | +11.3% | -16.7% | +28.0% | +16.6% |
| 3Y | +92.1% | -21.0% | +113.1% | +100.3% |
| 5Y | -71.0% | -41.7% | -29.3% | -66.5% |
| All | +95.3% | -38.4% | +133.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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