-43.3%
BBWI vs DOC
+20.8%
-64.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.7% | +3.7% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | -5.2% | -4.8% | -0.4% | -3.0% |
| 3M | +11.1% | +6.9% | +4.2% | +7.3% |
| 6M | -13.4% | +20.7% | -34.1% | -21.6% |
| YTD | +0.1% | +34.1% | -34.1% | -14.8% |
| 1Y | -36.1% | +22.6% | -58.8% | -43.2% |
| All | -43.3% | +20.8% | -64.1% | -50.5% |
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