-48.1%
DOCS vs BBWI
-2.0%
-46.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.2% | +1.9% | -3.4% |
| 7D | -1.3% | -3.1% | +1.7% | -0.8% |
| 30D | +19.4% | +23.1% | -3.8% | +16.0% |
| 3M | +53.4% | +7.3% | +46.1% | +51.2% |
| 6M | +28.8% | +22.6% | +6.2% | +25.4% |
| YTD | -25.1% | +13.3% | -38.4% | -27.1% |
| 1Y | -48.1% | -2.6% | -45.6% | -49.3% |
| All | -48.1% | -2.0% | -46.1% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling