+281.8%
IWF vs DOCU
+80.0%
+201.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.8% |
| 7D | +0.5% | +6.9% | -6.4% | -0.8% |
| 30D | -0.4% | +19.0% | -19.4% | -4.1% |
| 3M | -2.6% | +34.3% | -36.9% | -9.1% |
| 6M | +9.1% | +48.0% | -38.9% | -0.8% |
| YTD | +4.5% | 0.0% | +4.5% | +2.6% |
| 1Y | +10.1% | -10.3% | +20.4% | +10.0% |
| 3Y | +77.6% | +32.4% | +45.2% | +57.1% |
| 5Y | +73.7% | -77.9% | +151.7% | +100.6% |
| All | +281.8% | +80.0% | +201.8% | +176.3% |
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