-37.4%
DOCS vs BWA
+15.7%
-53.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +1.7% |
| 7D | 0.0% | -0.6% | +0.6% | -0.1% |
| 30D | +7.8% | -16.1% | +23.9% | +5.3% |
| 3M | +20.0% | -24.6% | +44.6% | +15.8% |
| 6M | +26.5% | -15.7% | +42.2% | +24.2% |
| YTD | -25.8% | +15.1% | -40.8% | -31.5% |
| All | -37.4% | +15.7% | -53.1% | -41.6% |
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 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