+102.6%
DOCU vs BBWI
+5.8%
+96.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.7% |
| 7D | -3.7% | +8.8% | -12.5% | -5.5% |
| 30D | +15.0% | +34.8% | -19.9% | +7.8% |
| 3M | +39.9% | +12.9% | +27.0% | +35.4% |
| 6M | +66.2% | +29.6% | +36.6% | +54.8% |
| YTD | +17.7% | +20.8% | -3.1% | +10.2% |
| 1Y | +13.7% | +4.1% | +9.6% | +8.7% |
| 3Y | +95.9% | -21.0% | +117.0% | +91.5% |
| 5Y | -71.7% | -64.8% | -6.9% | -69.1% |
| All | +102.6% | +5.8% | +96.8% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling