+44.5%
SW vs DOCU
+111.8%
-67.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +12.1% | -3.7% | +15.8% | +12.5% |
| 30D | +6.6% | +15.0% | -8.4% | +4.9% |
| 3M | -6.0% | +39.9% | -45.9% | -9.5% |
| 6M | +21.5% | +66.2% | -44.7% | +14.6% |
| YTD | +20.3% | +17.7% | +2.6% | +17.1% |
| 1Y | +28.1% | +13.7% | +14.5% | +25.1% |
| 3Y | +51.6% | +95.9% | -44.3% | +38.7% |
| 5Y | -0.1% | -71.7% | +71.5% | -0.9% |
| All | +44.5% | +111.8% | -67.4% | +27.1% |
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