+142.4%
ITW vs DOCU
+104.2%
+38.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +0.9% | -5.5% | +6.4% | +1.4% |
| 30D | +7.6% | +12.6% | -5.1% | +6.4% |
| 3M | -4.0% | +36.4% | -40.4% | -6.9% |
| 6M | +9.2% | +66.8% | -57.6% | +3.7% |
| YTD | +16.2% | +13.5% | +2.8% | +13.9% |
| 1Y | +17.9% | +11.3% | +6.6% | +15.7% |
| 3Y | +30.6% | +92.1% | -61.5% | +19.0% |
| 5Y | +35.2% | -71.0% | +106.1% | +36.1% |
| All | +142.4% | +104.2% | +38.2% | +85.0% |
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