+70.5%
DOCN vs BWA
+34.2%
+36.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.0% |
| 7D | -19.2% | -5.5% | -13.7% | -16.1% |
| 30D | -43.1% | -21.7% | -21.3% | -34.0% |
| 3M | -40.7% | -25.6% | -15.1% | -29.7% |
| 6M | -55.0% | -17.4% | -37.6% | -50.0% |
| YTD | +50.6% | +9.2% | +41.4% | +37.8% |
| 1Y | +54.0% | +9.7% | +44.2% | +39.9% |
| 3Y | +203.9% | +54.6% | +149.3% | +116.2% |
| 5Y | -29.4% | +26.8% | -56.1% | -50.8% |
| All | +70.5% | +34.2% | +36.4% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling