-69.6%
DOCU vs BBWI
-67.3%
-2.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -3.4% | -4.2% | +0.9% | -2.1% |
| 30D | +9.3% | +24.9% | -15.6% | +1.3% |
| 3M | +30.2% | +13.2% | +17.0% | +23.4% |
| 6M | +62.1% | +12.1% | +50.0% | +52.0% |
| YTD | +13.5% | +11.1% | +2.5% | +4.4% |
| 1Y | +11.5% | +0.7% | +10.8% | +4.3% |
| 3Y | +89.5% | -23.8% | +113.3% | +74.1% |
| 5Y | -69.6% | -66.9% | -2.7% | -49.4% |
| All | -69.6% | -67.3% | -2.4% | -49.4% |
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 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