+292.2%
DOV vs WSM
+1,071.8%
-779.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -8.9% | -7.7% | -1.2% | -6.9% |
| 3M | -13.3% | +3.8% | -17.0% | -14.2% |
| 6M | -9.7% | +22.7% | -32.3% | -14.8% |
| YTD | -2.5% | +28.0% | -30.5% | -9.3% |
| 1Y | +7.2% | +12.7% | -5.5% | +2.9% |
| 3Y | +39.4% | +231.3% | -191.9% | -5.4% |
| 5Y | +15.8% | +177.2% | -161.3% | -20.7% |
| All | +292.2% | +1,071.8% | -779.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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