+38.2%
ITW vs DOCU
-71.6%
+109.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.5% | -3.4% | +3.9% | +0.8% |
| 30D | +9.1% | +9.3% | -0.2% | +8.1% |
| 3M | -1.6% | +30.2% | -31.8% | -4.3% |
| 6M | +14.5% | +62.1% | -47.6% | +8.5% |
| YTD | +19.2% | +13.5% | +5.6% | +16.8% |
| 1Y | +20.9% | +11.5% | +9.4% | +18.7% |
| 3Y | +33.1% | +89.5% | -56.4% | +19.6% |
| 5Y | +38.2% | -69.6% | +107.8% | +30.0% |
| All | +38.2% | -71.6% | +109.8% | +30.0% |
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 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