+102.6%
DOCU vs WWD
+366.3%
-263.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -3.7% | +7.3% | -11.0% | -5.3% |
| 30D | +15.0% | -2.0% | +16.9% | +15.2% |
| 3M | +39.9% | -12.6% | +52.5% | +43.5% |
| 6M | +66.2% | -8.4% | +74.6% | +66.9% |
| YTD | +17.7% | +8.2% | +9.5% | +11.3% |
| 1Y | +13.7% | +26.5% | -12.8% | +2.5% |
| 3Y | +95.9% | +152.2% | -56.3% | +43.6% |
| 5Y | -71.7% | +191.4% | -263.1% | -80.3% |
| All | +102.6% | +366.3% | -263.7% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling