+52.6%
DOCS vs BBWI
-28.0%
+80.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.5% |
| 7D | -0.8% | -6.2% | +5.4% | +0.3% |
| 30D | +17.4% | +19.9% | -2.5% | +14.1% |
| 3M | +57.4% | +7.1% | +50.2% | +55.2% |
| 6M | +26.5% | +13.7% | +12.9% | +23.5% |
| YTD | -26.6% | +9.6% | -36.2% | -28.6% |
| 1Y | -48.1% | -1.6% | -46.4% | -48.9% |
| 3Y | +52.6% | -25.9% | +78.5% | +45.0% |
| All | +52.6% | -28.0% | +80.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling