+95.3%
DOCU vs BBWI
-25.6%
+120.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | -0.8% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | +15.7% | +23.1% | -7.5% | +11.1% |
| 3M | +37.3% | +7.3% | +30.0% | +34.6% |
| 6M | +63.1% | +22.6% | +40.5% | +54.9% |
| YTD | +15.4% | +13.3% | +2.1% | +10.3% |
| 1Y | +11.3% | -2.6% | +13.9% | +9.1% |
| All | +95.3% | -25.6% | +120.9% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling