+30.9%
DOCU vs BBWI
-43.7%
+74.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.1% |
| 7D | +6.9% | +1.5% | +5.4% | +6.6% |
| 30D | +19.0% | -5.2% | +24.2% | +20.0% |
| 3M | +34.3% | +11.1% | +23.2% | +31.1% |
| 6M | +48.0% | -13.4% | +61.4% | +50.4% |
| YTD | 0.0% | +0.1% | -0.1% | -1.8% |
| 1Y | -10.3% | -36.1% | +25.9% | -3.0% |
| All | +30.9% | -43.7% | +74.6% | +29.5% |
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