+35.3%
ITW vs DOCU
-69.1%
+104.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +7.7% | +10.8% | -3.2% | +6.5% |
| 3M | -1.3% | +38.0% | -39.3% | -4.6% |
| 6M | +15.5% | +77.4% | -61.9% | +8.5% |
| YTD | +18.6% | +17.2% | +1.5% | +15.9% |
| 1Y | +19.8% | +15.6% | +4.2% | +17.2% |
| 3Y | +32.5% | +95.6% | -63.1% | +18.8% |
| 5Y | +35.3% | -69.7% | +105.1% | +26.4% |
| All | +35.3% | -69.1% | +104.4% | +26.4% |
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