+329.8%
DOV vs WST
+446.4%
-116.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +12.3% | +12.7% | -0.4% | +9.0% |
| 3M | +1.2% | +17.2% | -16.0% | -2.8% |
| 6M | -3.1% | +26.7% | -29.7% | -8.9% |
| YTD | +9.4% | +50.3% | -40.9% | -1.9% |
| 1Y | +17.6% | +50.2% | -32.6% | +5.4% |
| 3Y | +66.5% | +21.7% | +44.8% | +46.6% |
| 5Y | +29.0% | +2.0% | +27.0% | +17.3% |
| 10Y | +329.8% | +451.1% | -121.3% | +126.4% |
| All | +329.8% | +446.4% | -116.6% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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