+290.3%
EWT vs DOCU
+104.2%
+186.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.1% |
| 7D | -11.7% | -5.5% | -6.2% | -11.1% |
| 30D | -23.2% | +12.6% | -35.9% | -24.4% |
| 3M | -12.5% | +36.4% | -48.9% | -16.0% |
| 6M | -5.9% | +66.8% | -72.7% | -12.4% |
| YTD | +40.5% | +13.5% | +27.0% | +36.6% |
| 1Y | +43.7% | +11.3% | +32.4% | +40.0% |
| 3Y | +136.6% | +92.1% | +44.6% | +109.6% |
| 5Y | +105.1% | -71.0% | +176.1% | +113.5% |
| All | +290.3% | +104.2% | +186.1% | +211.1% |
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