+116.9%
WFC vs DOCU
+80.0%
+36.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +3.8% | +6.9% | -3.1% | +3.0% |
| 30D | +1.5% | +19.0% | -17.5% | -0.6% |
| 3M | +10.9% | +34.3% | -23.4% | +6.9% |
| 6M | +8.4% | +48.0% | -39.6% | +3.0% |
| YTD | -1.9% | 0.0% | -1.9% | -2.8% |
| 1Y | +12.3% | -10.3% | +22.6% | +12.3% |
| 3Y | +132.3% | +32.4% | +99.9% | +119.6% |
| 5Y | +130.1% | -77.9% | +208.0% | +134.6% |
| All | +116.9% | +80.0% | +36.9% | +68.5% |
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