+39.3%
DOCS vs BWA
-10.2%
+49.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +6.1% |
| 7D | +1.2% | -9.9% | +11.1% | +0.2% |
| 30D | +21.3% | -16.4% | +37.7% | +19.0% |
| 3M | +58.4% | -19.8% | +78.2% | +56.1% |
| 6M | +39.3% | -10.0% | +49.3% | +53.8% |
| All | +39.3% | -10.2% | +49.4% | +53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling