+110.8%
WFC vs DOCU
+111.8%
-1.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +4.5% | -3.7% | +8.2% | +4.9% |
| 30D | +7.4% | +15.0% | -7.6% | +5.7% |
| 3M | -0.5% | +39.9% | -40.4% | -4.4% |
| 6M | +11.7% | +66.2% | -54.5% | +4.9% |
| YTD | -4.6% | +17.7% | -22.3% | -7.3% |
| 1Y | +2.5% | +13.7% | -11.2% | 0.0% |
| 3Y | +123.9% | +95.9% | +28.0% | +103.2% |
| 5Y | +94.3% | -71.7% | +166.0% | +93.6% |
| All | +110.8% | +111.8% | -1.0% | +60.7% |
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 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