-3.2%
WAT vs DOCU
-78.0%
+74.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.5% |
| 7D | -1.3% | +6.9% | -8.2% | -2.3% |
| 30D | +2.3% | +19.0% | -16.6% | -0.4% |
| 3M | +8.7% | +34.3% | -25.6% | +3.7% |
| 6M | +28.3% | +48.0% | -19.7% | +20.1% |
| YTD | +7.8% | 0.0% | +7.8% | +6.6% |
| 1Y | +36.6% | -10.3% | +46.9% | +36.7% |
| 3Y | +45.7% | +32.4% | +13.3% | +33.8% |
| All | -3.2% | -78.0% | +74.8% | -1.2% |
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