-21.4%
DOC vs BWA
+28.4%
-49.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.7% |
| 7D | +8.7% | -9.9% | +18.6% | +11.1% |
| 30D | +7.6% | -16.4% | +24.0% | +11.6% |
| 3M | -5.3% | -19.8% | +14.6% | -1.2% |
| 6M | +27.6% | -10.0% | +37.6% | +28.4% |
| YTD | +32.4% | +12.7% | +19.7% | +23.7% |
| 1Y | +22.9% | +15.7% | +7.2% | +13.8% |
| 3Y | +43.1% | +57.1% | -14.0% | +19.0% |
| 5Y | -21.4% | +31.8% | -53.2% | -34.3% |
| All | -21.4% | +28.4% | -49.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling