+1,212.4%
BBWI vs DOC
+2,934.4%
-1,722.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.7% |
| 7D | +8.8% | +8.7% | 0.0% | +4.9% |
| 30D | +34.8% | +7.6% | +27.2% | +30.6% |
| 3M | +12.9% | -5.3% | +18.2% | +15.4% |
| 6M | +29.6% | +27.6% | +2.0% | +15.0% |
| YTD | +20.8% | +32.4% | -11.6% | +5.2% |
| 1Y | +4.1% | +22.9% | -18.8% | -6.4% |
| 3Y | -21.0% | +43.1% | -64.1% | -34.2% |
| 5Y | -64.8% | -21.4% | -43.4% | -62.1% |
| 10Y | -37.7% | +16.8% | -54.5% | -44.1% |
| All | +1,212.4% | +2,934.4% | -1,722.0% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling