-32.9%
DOCS vs BWA
+12.3%
-45.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.6% | +4.3% | -1.7% | +3.0% |
| 30D | +11.4% | -13.0% | +24.4% | +9.5% |
| 3M | +25.4% | -24.8% | +50.2% | +20.9% |
| 6M | +42.5% | -23.5% | +66.1% | +37.8% |
| YTD | -24.7% | +13.8% | -38.5% | -30.4% |
| 1Y | -32.9% | +13.4% | -46.4% | -37.9% |
| All | -32.9% | +12.3% | -45.2% | -37.9% |
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