+338.2%
EWT vs DOCU
+110.9%
+227.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +5.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | -12.3% | +12.9% | -25.3% | -13.6% |
| 3M | -3.6% | +35.1% | -38.7% | -7.3% |
| 6M | +3.1% | +76.2% | -73.1% | -4.6% |
| YTD | +57.7% | +17.2% | +40.5% | +52.8% |
| 1Y | +60.3% | +16.4% | +43.8% | +55.3% |
| 3Y | +163.4% | +95.6% | +67.8% | +132.8% |
| 5Y | +127.4% | -68.5% | +196.0% | +134.5% |
| All | +338.2% | +110.9% | +227.3% | +248.0% |
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