+43.9%
DOC vs BWA
+47.7%
-3.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.4% | +0.8% |
| 7D | +6.2% | -10.8% | +17.1% | +8.3% |
| 30D | +6.5% | -25.0% | +31.5% | +12.0% |
| 3M | -6.2% | -28.6% | +22.4% | -0.7% |
| 6M | +25.6% | -16.6% | +42.2% | +27.4% |
| YTD | +32.1% | +6.3% | +25.7% | +23.4% |
| 1Y | +20.3% | +7.2% | +13.1% | +12.0% |
| All | +43.9% | +47.7% | -3.8% | +13.5% |
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