+18.4%
DOV vs BBWI
-66.8%
+85.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.6% |
| 7D | +2.5% | +1.6% | +1.0% | +2.2% |
| 30D | -7.5% | -6.2% | -1.3% | -6.6% |
| 3M | -9.7% | +4.3% | -14.0% | -11.1% |
| 6M | -6.1% | -7.2% | +1.1% | -6.1% |
| YTD | +0.5% | -3.0% | +3.5% | -0.9% |
| 1Y | +10.5% | -30.8% | +41.3% | +16.2% |
| 3Y | +41.7% | -43.4% | +85.1% | +49.4% |
| 5Y | +18.4% | -66.7% | +85.2% | +36.1% |
| All | +18.4% | -66.8% | +85.2% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling