+145.5%
WAT vs DOCU
+111.8%
+33.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.9% | -3.7% | +1.8% | -1.5% |
| 30D | +6.2% | +15.0% | -8.7% | +4.2% |
| 3M | +18.1% | +39.9% | -21.8% | +12.5% |
| 6M | +54.9% | +66.2% | -11.3% | +43.6% |
| YTD | +23.1% | +17.7% | +5.4% | +19.0% |
| 1Y | +27.3% | +13.7% | +13.6% | +23.4% |
| 3Y | +79.5% | +95.9% | -16.4% | +58.1% |
| 5Y | +35.0% | -71.7% | +106.6% | +39.0% |
| All | +145.5% | +111.8% | +33.6% | +85.1% |
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