+131.6%
ITW vs DOCU
+80.0%
+51.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | -3.6% | +6.9% | -10.5% | -4.2% |
| 30D | -9.1% | +19.0% | -28.1% | -10.7% |
| 3M | +8.2% | +34.3% | -26.1% | +5.0% |
| 6M | -4.8% | +48.0% | -52.8% | -8.7% |
| YTD | +11.0% | 0.0% | +11.0% | +10.2% |
| 1Y | +4.2% | -10.3% | +14.5% | +4.3% |
| 3Y | +17.3% | +32.4% | -15.1% | +10.8% |
| 5Y | +33.0% | -77.9% | +110.9% | +37.1% |
| All | +131.6% | +80.0% | +51.5% | +79.0% |
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 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