+30.9%
DOCU vs WWD
+166.3%
-135.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | +6.9% | +1.3% | +5.6% | +6.7% |
| 30D | +19.0% | -7.2% | +26.2% | +20.1% |
| 3M | +34.3% | -3.8% | +38.1% | +34.0% |
| 6M | +48.0% | -9.9% | +57.9% | +48.9% |
| YTD | 0.0% | +14.8% | -14.8% | -6.7% |
| 1Y | -10.3% | +42.1% | -52.3% | -23.2% |
| All | +30.9% | +166.3% | -135.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling