+95.5%
DOCU vs BBWI
-2.7%
+98.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -3.4% | -4.2% | +0.9% | -2.5% |
| 30D | +9.3% | +24.9% | -15.6% | +4.1% |
| 3M | +30.2% | +13.2% | +17.0% | +25.9% |
| 6M | +62.1% | +12.1% | +50.0% | +55.8% |
| YTD | +13.5% | +11.1% | +2.5% | +8.1% |
| 1Y | +11.5% | +0.7% | +10.8% | +7.3% |
| 3Y | +89.5% | -23.8% | +113.3% | +86.4% |
| 5Y | -69.6% | -66.9% | -2.7% | -66.4% |
| All | +95.5% | -2.7% | +98.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling