-71.7%
DOCU vs WU
-42.0%
-29.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -5.5% | +11.7% | -17.2% | -10.3% |
| 30D | +12.6% | +12.6% | 0.0% | +6.5% |
| 3M | +36.4% | -0.5% | +36.9% | +36.2% |
| 6M | +66.8% | -18.2% | +85.0% | +79.7% |
| YTD | +13.5% | -19.0% | +32.5% | +22.0% |
| 1Y | +11.3% | -16.7% | +28.0% | +17.8% |
| 3Y | +92.1% | -21.0% | +113.1% | +99.4% |
| All | -71.7% | -42.0% | -29.7% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling