+1,100.4%
DOC vs BWA
+2,580.7%
-1,480.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.9% |
| 7D | +8.7% | -9.9% | +18.6% | +12.0% |
| 30D | +7.6% | -16.4% | +24.0% | +13.3% |
| 3M | -5.3% | -19.8% | +14.6% | +0.5% |
| 6M | +27.6% | -10.0% | +37.6% | +29.7% |
| YTD | +32.4% | +12.7% | +19.7% | +23.4% |
| 1Y | +22.9% | +15.7% | +7.2% | +13.5% |
| 3Y | +43.1% | +57.1% | -14.0% | +17.8% |
| 5Y | -21.4% | +31.8% | -53.2% | -33.7% |
| 10Y | +16.8% | +95.1% | -78.3% | -20.4% |
| All | +1,100.4% | +2,580.7% | -1,480.4% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling