-50.3%
DOCS vs BBWI
-61.6%
+11.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.6% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | +21.8% | -5.2% | +27.0% | +23.4% |
| 3M | +27.3% | +11.1% | +16.2% | +22.8% |
| 6M | -0.3% | -13.4% | +13.0% | +2.0% |
| YTD | -40.5% | +0.1% | -40.6% | -42.3% |
| 1Y | -61.5% | -36.1% | -25.4% | -57.7% |
| 3Y | +8.2% | -44.1% | +52.3% | +14.9% |
| 5Y | -73.4% | -66.2% | -7.2% | -64.7% |
| All | -50.3% | -61.6% | +11.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling