+22.3%
DOC vs BWA
+71.5%
-49.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | -1.5% | +5.7% | -7.1% | -2.4% |
| 30D | -4.8% | +1.4% | -6.2% | -5.1% |
| 3M | +6.9% | -12.1% | +19.0% | +9.0% |
| 6M | +20.7% | +28.6% | -7.8% | +14.1% |
| YTD | +34.1% | +51.1% | -16.9% | +20.4% |
| 1Y | +22.6% | +55.9% | -33.2% | +9.0% |
| All | +22.3% | +71.5% | -49.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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