+153.0%
EWT vs DOCU
-78.0%
+231.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.4% |
| 7D | +4.0% | +6.9% | -2.9% | +3.1% |
| 30D | +10.3% | +19.0% | -8.7% | +7.9% |
| 3M | +6.1% | +34.3% | -28.2% | +1.9% |
| 6M | +56.6% | +48.0% | +8.6% | +48.1% |
| YTD | +76.6% | 0.0% | +76.6% | +75.1% |
| 1Y | +97.9% | -10.3% | +108.1% | +98.3% |
| 3Y | +198.0% | +32.4% | +165.6% | +177.2% |
| All | +153.0% | -78.0% | +231.0% | +160.4% |
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