+318.4%
EWT vs DOCU
+104.6%
+213.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | -5.0% | -4.8% | -0.2% | -4.4% |
| 30D | -16.3% | +9.4% | -25.7% | -17.3% |
| 3M | -7.2% | +29.0% | -36.2% | -10.3% |
| 6M | -0.5% | +62.3% | -62.8% | -7.0% |
| YTD | +50.6% | +13.7% | +36.9% | +46.4% |
| 1Y | +54.8% | +11.5% | +43.3% | +50.8% |
| 3Y | +155.5% | +94.2% | +61.3% | +125.9% |
| 5Y | +116.4% | -71.7% | +188.2% | +126.1% |
| All | +318.4% | +104.6% | +213.8% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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