+8.9%
DOCS vs BBWI
-43.7%
+52.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.2% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | +21.8% | -5.2% | +27.0% | +22.7% |
| 3M | +27.3% | +11.1% | +16.2% | +25.1% |
| 6M | -0.3% | -13.4% | +13.0% | +0.9% |
| YTD | -40.5% | +0.1% | -40.6% | -41.3% |
| 1Y | -61.5% | -36.1% | -25.4% | -59.2% |
| All | +8.9% | -43.7% | +52.7% | +10.3% |
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 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