+314.1%
EWT vs DOCU
+104.4%
+209.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.7% | -3.4% | -0.3% | -3.2% |
| 30D | -17.2% | +9.3% | -26.4% | -18.1% |
| 3M | -7.3% | +30.2% | -37.6% | -10.6% |
| 6M | -1.5% | +62.1% | -63.6% | -8.0% |
| YTD | +49.0% | +13.5% | +35.5% | +44.9% |
| 1Y | +50.6% | +11.5% | +39.1% | +46.7% |
| 3Y | +148.9% | +89.5% | +59.4% | +120.8% |
| 5Y | +116.1% | -69.6% | +185.7% | +123.7% |
| All | +314.1% | +104.4% | +209.8% | +230.1% |
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