-73.2%
DOCS vs BWA
+91.4%
-164.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.5% | -3.5% |
| 7D | -1.4% | +5.7% | -7.1% | -2.9% |
| 30D | +21.8% | +1.4% | +20.4% | +21.3% |
| 3M | +27.3% | -12.1% | +39.4% | +31.0% |
| 6M | -0.3% | +28.6% | -28.9% | -9.5% |
| YTD | -40.5% | +51.1% | -91.6% | -50.7% |
| 1Y | -61.5% | +55.9% | -117.4% | -68.6% |
| 3Y | +8.2% | +70.1% | -62.0% | -17.4% |
| All | -73.2% | +91.4% | -164.5% | -82.7% |
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