-18.3%
BBWI vs DOC
+43.5%
-61.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.7% |
| 7D | +8.8% | +8.7% | 0.0% | +4.7% |
| 30D | +34.8% | +7.6% | +27.2% | +30.3% |
| 3M | +12.9% | -5.3% | +18.2% | +15.5% |
| 6M | +29.6% | +27.6% | +2.0% | +13.4% |
| YTD | +20.8% | +32.4% | -11.6% | +3.1% |
| 1Y | +4.1% | +22.9% | -18.8% | -7.4% |
| All | -18.3% | +43.5% | -61.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling