+4,307.0%
DOV vs BWA
+2,612.1%
+1,694.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +3.4% | +7.3% | -3.9% | +0.6% |
| 30D | +8.8% | -15.8% | +24.6% | +16.3% |
| 3M | +0.9% | -25.7% | +26.7% | +12.9% |
| 6M | -2.8% | -19.6% | +16.8% | +4.4% |
| YTD | +8.1% | +14.1% | -6.0% | -0.8% |
| 1Y | +15.2% | +12.2% | +3.1% | +6.4% |
| 3Y | +64.5% | +63.8% | +0.7% | +27.9% |
| 5Y | +28.9% | +28.7% | +0.2% | +7.3% |
| 10Y | +328.7% | +95.8% | +232.9% | +183.8% |
| All | +4,307.0% | +2,612.1% | +1,694.9% | +1,198.9% |
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