+6,510.4%
DOV vs BBWI
+1,159.1%
+5,351.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.7% | -4.2% | +3.5% | +0.3% |
| 30D | +12.3% | +24.9% | -12.6% | +5.8% |
| 3M | +1.2% | +13.2% | -12.0% | -3.0% |
| 6M | -3.1% | +12.1% | -15.2% | -7.7% |
| YTD | +9.4% | +11.1% | -1.7% | +2.9% |
| 1Y | +17.6% | +0.7% | +16.9% | +11.8% |
| 3Y | +66.5% | -23.8% | +90.3% | +62.5% |
| 5Y | +29.0% | -66.9% | +95.9% | +48.9% |
| 10Y | +329.8% | -45.3% | +375.2% | +259.9% |
| All | +6,510.4% | +1,159.1% | +5,351.3% | +1,824.5% |
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