+292.2%
DOV vs NWSA
+149.4%
+142.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -0.8% |
| 30D | -8.9% | +3.0% | -11.9% | -10.1% |
| 3M | -13.3% | +12.3% | -25.6% | -18.0% |
| 6M | -9.7% | +21.9% | -31.5% | -18.0% |
| YTD | -2.5% | +13.6% | -16.0% | -9.3% |
| 1Y | +7.2% | +0.5% | +6.8% | +5.1% |
| 3Y | +39.4% | +43.8% | -4.3% | +15.0% |
| 5Y | +15.8% | +41.2% | -25.3% | -6.5% |
| All | +292.2% | +149.4% | +142.9% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling