+16.4%
DOCU vs BWA
+14.3%
+2.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.6% |
| 7D | -0.4% | +1.7% | -2.1% | 0.0% |
| 30D | +12.9% | -14.6% | +27.5% | +8.8% |
| 3M | +35.1% | -26.2% | +61.3% | +26.0% |
| 6M | +76.2% | -18.4% | +94.6% | +70.2% |
| YTD | +17.2% | +14.7% | +2.5% | +12.4% |
| 1Y | +16.4% | +13.3% | +3.1% | +12.1% |
| All | +16.4% | +14.3% | +2.1% | +12.1% |
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