+119.0%
EWT vs DOCU
-69.6%
+188.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +9.1% | +4.1% | +5.1% | +8.7% |
| 30D | -12.2% | +7.4% | -19.6% | -12.9% |
| 3M | -9.4% | +26.0% | -35.4% | -12.0% |
| 6M | +2.7% | +79.2% | -76.5% | -4.9% |
| YTD | +53.3% | +18.1% | +35.2% | +48.9% |
| 1Y | +59.2% | +20.5% | +38.7% | +54.0% |
| 3Y | +157.1% | +96.4% | +60.7% | +128.0% |
| All | +119.0% | -69.6% | +188.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling