+27.6%
DOC vs BWA
-10.2%
+37.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.2% |
| 7D | +8.7% | -9.9% | +18.6% | +9.3% |
| 30D | +7.6% | -16.4% | +24.0% | +8.9% |
| 3M | -5.3% | -19.8% | +14.6% | -4.1% |
| 6M | +27.6% | -10.0% | +37.6% | +18.4% |
| All | +27.6% | -10.2% | +37.8% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling