+302.5%
DOV vs WST
+325.7%
-23.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | -8.6% | -4.3% | -4.3% | -7.7% |
| 3M | -13.1% | +0.7% | -13.9% | -13.5% |
| 6M | -8.8% | +36.0% | -44.8% | -15.9% |
| YTD | -1.2% | +22.7% | -24.0% | -6.8% |
| 1Y | +10.7% | +34.1% | -23.4% | +2.2% |
| 3Y | +39.3% | -13.6% | +52.8% | +35.2% |
| 5Y | +16.4% | -26.0% | +42.4% | +15.9% |
| 10Y | +302.5% | +335.8% | -33.3% | +118.0% |
| All | +302.5% | +325.7% | -23.2% | +118.0% |
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