-47.3%
DOCS vs BWA
+17.4%
-64.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +6.0% |
| 7D | +1.2% | -9.9% | +11.1% | -0.1% |
| 30D | +21.3% | -16.4% | +37.7% | +18.6% |
| 3M | +58.4% | -19.8% | +78.2% | +54.4% |
| 6M | +39.3% | -10.0% | +49.3% | +37.7% |
| YTD | -21.7% | +12.7% | -34.4% | -28.1% |
| 1Y | -47.3% | +15.7% | -63.0% | -52.3% |
| All | -47.3% | +17.4% | -64.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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