-37.4%
DOCS vs BWA
+18.3%
-55.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.4% | -2.8% |
| 7D | -1.3% | -10.8% | +9.5% | +1.7% |
| 30D | +19.4% | -25.0% | +44.4% | +28.8% |
| 3M | +53.4% | -28.6% | +82.0% | +67.3% |
| 6M | +28.8% | -16.6% | +45.3% | +31.7% |
| YTD | -25.1% | +6.3% | -31.4% | -32.3% |
| 1Y | -48.1% | +7.2% | -55.3% | -53.3% |
| 3Y | +51.4% | +48.2% | +3.2% | +12.8% |
| 5Y | -51.1% | +23.4% | -74.5% | -64.4% |
| All | -37.4% | +18.3% | -55.7% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling