-10.3%
DOCU vs BWA
+59.1%
-69.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +4.2% |
| 7D | +6.9% | +5.7% | +1.2% | +8.0% |
| 30D | +19.0% | +1.4% | +17.6% | +19.3% |
| 3M | +34.3% | -12.1% | +46.4% | +32.2% |
| 6M | +48.0% | +28.6% | +19.4% | +55.6% |
| YTD | 0.0% | +51.1% | -51.1% | -1.3% |
| 1Y | -10.3% | +55.9% | -66.1% | -12.9% |
| All | -10.3% | +59.1% | -69.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling