+30.9%
DOCU vs BWA
+71.5%
-40.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | +6.9% | +5.7% | +1.2% | +6.5% |
| 30D | +19.0% | +1.4% | +17.6% | +18.8% |
| 3M | +34.3% | -12.1% | +46.4% | +36.0% |
| 6M | +48.0% | +28.6% | +19.4% | +42.4% |
| YTD | 0.0% | +51.1% | -51.1% | -9.6% |
| 1Y | -10.3% | +55.9% | -66.1% | -19.8% |
| All | +30.9% | +71.5% | -40.6% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling