+98.6%
DOCU vs BBWI
-0.8%
+99.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | -0.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | +15.7% | +23.1% | -7.5% | +10.5% |
| 3M | +37.3% | +7.3% | +30.0% | +34.2% |
| 6M | +63.1% | +22.6% | +40.5% | +53.7% |
| YTD | +15.4% | +13.3% | +2.1% | +9.4% |
| 1Y | +11.3% | -2.6% | +13.9% | +7.9% |
| 3Y | +92.1% | -25.9% | +118.0% | +90.2% |
| 5Y | -70.5% | -66.7% | -3.8% | -67.4% |
| All | +98.6% | -0.8% | +99.4% | +92.1% |
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