-76.5%
DOCU vs WWD
+198.3%
-274.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +6.9% | +1.3% | +5.6% | +6.4% |
| 30D | +19.0% | -7.2% | +26.2% | +21.8% |
| 3M | +34.3% | -3.8% | +38.1% | +34.1% |
| 6M | +48.0% | -9.9% | +57.9% | +49.7% |
| YTD | 0.0% | +14.8% | -14.8% | -11.7% |
| 1Y | -10.3% | +42.1% | -52.3% | -30.4% |
| 3Y | +32.4% | +170.8% | -138.4% | -34.5% |
| All | -76.5% | +198.3% | -274.8% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling