+399.1%
WMT vs DOCU
+107.7%
+291.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -1.0% |
| 7D | +5.3% | -3.2% | +8.5% | +5.5% |
| 30D | +19.1% | +15.7% | +3.5% | +18.1% |
| 3M | +14.0% | +37.3% | -23.3% | +11.8% |
| 6M | -1.9% | +63.1% | -65.1% | -4.9% |
| YTD | +15.4% | +15.4% | 0.0% | +13.9% |
| 1Y | +26.9% | +11.3% | +15.6% | +25.6% |
| 3Y | +140.1% | +92.1% | +48.1% | +126.8% |
| 5Y | +171.5% | -70.5% | +242.0% | +181.2% |
| All | +399.1% | +107.7% | +291.4% | +326.8% |
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