+3,958.0%
DOV vs BWA
+3,492.4%
+465.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | -0.1% |
| 7D | -2.7% | +5.7% | -8.3% | -4.8% |
| 30D | -8.1% | +1.4% | -9.5% | -8.8% |
| 3M | -9.4% | -12.1% | +2.7% | -5.3% |
| 6M | -12.6% | +28.6% | -41.2% | -22.0% |
| YTD | -0.5% | +51.1% | -51.6% | -17.9% |
| 1Y | +9.2% | +55.9% | -46.6% | -11.3% |
| 3Y | +34.1% | +70.1% | -36.0% | +2.5% |
| 5Y | +17.3% | +90.7% | -73.4% | -16.5% |
| 10Y | +284.9% | +154.0% | +130.9% | +130.1% |
| All | +3,958.0% | +3,492.4% | +465.6% | +974.4% |
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