-51.1%
DOCS vs BWA
+22.8%
-73.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.9% |
| 3M | +53.4% | -28.6% | +82.0% | +67.5% |
| 6M | +28.8% | -16.6% | +45.3% | +31.7% |
| YTD | -25.1% | +6.3% | -31.4% | -32.6% |
| 1Y | -48.1% | +7.2% | -55.3% | -53.5% |
| 3Y | +51.4% | +48.2% | +3.2% | +11.4% |
| 5Y | -51.1% | +23.4% | -74.5% | -66.6% |
| All | -51.1% | +22.8% | -73.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling