+98.6%
DOCU vs BWA
+19.2%
+79.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.7% | +3.7% | -0.5% |
| 7D | -3.2% | -10.8% | +7.6% | -0.3% |
| 30D | +15.7% | -25.0% | +40.7% | +24.5% |
| 3M | +37.3% | -28.6% | +65.9% | +49.1% |
| 6M | +63.1% | -16.6% | +79.7% | +66.9% |
| YTD | +15.4% | +6.3% | +9.1% | +5.8% |
| 1Y | +11.3% | +7.2% | +4.1% | +1.7% |
| 3Y | +92.1% | +48.2% | +43.9% | +52.3% |
| 5Y | -70.5% | +23.4% | -93.9% | -75.7% |
| All | +98.6% | +19.2% | +79.4% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling