-76.5%
DOCU vs BBWI
-66.0%
-10.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.8% |
| 7D | +6.9% | +1.5% | +5.4% | +6.4% |
| 30D | +19.0% | -5.2% | +24.2% | +20.6% |
| 3M | +34.3% | +11.1% | +23.2% | +28.4% |
| 6M | +48.0% | -13.4% | +61.4% | +51.0% |
| YTD | 0.0% | +0.1% | -0.1% | -3.9% |
| 1Y | -10.3% | -36.1% | +25.9% | +0.2% |
| 3Y | +32.4% | -44.1% | +76.5% | +41.4% |
| All | -76.5% | -66.0% | -10.5% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling