+5,914.2%
DOV vs BBWI
+1,034.6%
+4,879.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.2% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | -8.1% | -5.2% | -2.9% | -7.2% |
| 3M | -9.4% | +11.1% | -20.5% | -12.6% |
| 6M | -12.6% | -13.4% | +0.8% | -11.3% |
| YTD | -0.5% | +0.1% | -0.6% | -3.2% |
| 1Y | +9.2% | -36.1% | +45.4% | +17.3% |
| 3Y | +34.1% | -44.1% | +78.2% | +42.5% |
| 5Y | +17.3% | -66.2% | +83.5% | +35.0% |
| 10Y | +284.9% | -54.8% | +339.7% | +241.0% |
| All | +5,914.2% | +1,034.6% | +4,879.6% | +1,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling