+136.6%
EWT vs DOCU
+87.9%
+48.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.0% |
| 7D | -11.7% | -5.5% | -6.2% | -11.3% |
| 30D | -23.2% | +12.6% | -35.9% | -24.0% |
| 3M | -12.5% | +36.4% | -48.9% | -15.1% |
| 6M | -5.9% | +66.8% | -72.7% | -11.0% |
| YTD | +40.5% | +13.5% | +27.0% | +39.1% |
| 1Y | +43.7% | +11.3% | +32.4% | +42.5% |
| 3Y | +136.6% | +92.1% | +44.6% | +112.5% |
| All | +136.6% | +87.9% | +48.7% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling