+98.6%
DOCU vs WWD
+338.5%
-239.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -0.6% |
| 7D | -3.2% | -2.6% | -0.7% | -2.8% |
| 30D | +15.7% | -7.7% | +23.4% | +17.4% |
| 3M | +37.3% | -17.7% | +55.0% | +42.6% |
| 6M | +63.1% | -15.9% | +79.0% | +67.0% |
| YTD | +15.4% | +1.8% | +13.6% | +10.6% |
| 1Y | +11.3% | +17.4% | -6.1% | +2.1% |
| 3Y | +92.1% | +137.1% | -45.0% | +42.6% |
| 5Y | -70.5% | +162.4% | -232.9% | -79.1% |
| All | +98.6% | +338.5% | -239.8% | +23.4% |
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