+95.3%
DOCU vs WWD
+353.4%
-258.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.4% |
| 7D | -5.5% | +4.2% | -9.7% | -6.5% |
| 30D | +12.6% | -2.1% | +14.8% | +12.8% |
| 3M | +36.4% | -13.2% | +49.6% | +40.0% |
| 6M | +66.8% | -16.9% | +83.7% | +71.6% |
| YTD | +13.5% | +5.2% | +8.2% | +7.9% |
| 1Y | +11.3% | +20.6% | -9.3% | +1.5% |
| 3Y | +92.1% | +146.3% | -54.3% | +41.4% |
| 5Y | -71.0% | +171.3% | -242.3% | -79.6% |
| All | +95.3% | +353.4% | -258.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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