-38.7%
DOCS vs BBWI
-58.0%
+19.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.1% |
| 7D | -0.8% | -6.2% | +5.4% | +1.1% |
| 30D | +17.4% | +19.9% | -2.5% | +11.4% |
| 3M | +57.4% | +7.1% | +50.2% | +53.2% |
| 6M | +26.5% | +13.7% | +12.9% | +20.6% |
| YTD | -26.6% | +9.6% | -36.2% | -30.9% |
| 1Y | -48.1% | -1.6% | -46.4% | -50.2% |
| 3Y | +52.6% | -25.9% | +78.5% | +44.8% |
| 5Y | -52.1% | -67.8% | +15.7% | -39.3% |
| All | -38.7% | -58.0% | +19.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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