+60.1%
DOCN vs BWA
+91.4%
-31.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.2% |
| 7D | +1.1% | +5.7% | -4.5% | -2.2% |
| 30D | -9.6% | +1.4% | -11.0% | -10.4% |
| 3M | -37.7% | -12.1% | -25.6% | -33.0% |
| 6M | +115.2% | +28.6% | +86.7% | +83.7% |
| YTD | +133.7% | +51.1% | +82.6% | +73.5% |
| 1Y | +250.2% | +55.9% | +194.3% | +152.3% |
| 3Y | +320.3% | +70.1% | +250.2% | +172.8% |
| All | +60.1% | +91.4% | -31.3% | -19.4% |
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 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