+32.1%
WAT vs DOCU
-71.9%
+103.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -5.6% | -3.2% | -2.4% | -5.2% |
| 30D | +3.8% | +15.7% | -11.9% | +1.6% |
| 3M | +13.3% | +37.3% | -24.0% | +7.8% |
| 6M | +32.2% | +63.1% | -30.9% | +22.1% |
| YTD | +19.3% | +15.4% | +3.9% | +15.4% |
| 1Y | +21.8% | +11.3% | +10.5% | +18.3% |
| 3Y | +73.9% | +92.1% | -18.1% | +51.3% |
| 5Y | +32.1% | -70.5% | +102.6% | +26.7% |
| All | +32.1% | -71.9% | +103.9% | +26.7% |
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