-2.3%
SW vs DOCU
-78.0%
+75.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.8% |
| 7D | -5.1% | +6.9% | -12.0% | -6.0% |
| 30D | -4.6% | +19.0% | -23.6% | -6.9% |
| 3M | +9.4% | +34.3% | -24.9% | +4.7% |
| 6M | +3.5% | +48.0% | -44.5% | -2.7% |
| YTD | +22.0% | 0.0% | +22.0% | +20.7% |
| 1Y | +2.2% | -10.3% | +12.5% | +2.4% |
| 3Y | +19.6% | +32.4% | -12.8% | +11.5% |
| All | -2.3% | -78.0% | +75.6% | +2.6% |
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