+275.7%
EWT vs DOCU
+107.7%
+168.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -2.0% | -9.6% | -11.3% |
| 7D | -19.0% | -3.2% | -15.8% | -18.6% |
| 30D | -27.0% | +15.7% | -42.7% | -28.3% |
| 3M | -15.6% | +37.3% | -52.8% | -19.0% |
| 6M | -7.4% | +63.1% | -70.6% | -13.6% |
| YTD | +35.2% | +15.4% | +19.8% | +31.2% |
| 1Y | +36.0% | +11.3% | +24.7% | +32.5% |
| 3Y | +128.2% | +92.1% | +36.2% | +102.2% |
| 5Y | +97.4% | -70.5% | +167.9% | +105.1% |
| All | +275.7% | +107.7% | +168.0% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling