+46.5%
SW vs DOCU
+80.0%
-33.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.9% |
| 7D | -5.1% | +6.9% | -12.0% | -5.8% |
| 30D | -4.6% | +19.0% | -23.6% | -6.4% |
| 3M | +9.4% | +34.3% | -24.9% | +5.8% |
| 6M | +3.5% | +48.0% | -44.5% | -1.2% |
| YTD | +22.0% | 0.0% | +22.0% | +21.0% |
| 1Y | +2.2% | -10.3% | +12.5% | +2.3% |
| 3Y | +19.6% | +32.4% | -12.8% | +13.7% |
| 5Y | -2.3% | -77.9% | +75.6% | -0.9% |
| All | +46.5% | +80.0% | -33.5% | +31.3% |
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 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