+328.2%
DOV vs WST
+449.7%
-121.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.4% | +4.9% | -1.4% | +2.2% |
| 30D | +8.8% | +10.7% | -1.9% | +6.2% |
| 3M | +0.9% | +16.8% | -15.9% | -2.9% |
| 6M | -2.8% | +32.0% | -34.8% | -9.6% |
| YTD | +8.1% | +49.9% | -41.8% | -3.0% |
| 1Y | +15.2% | +50.6% | -35.4% | +3.2% |
| 3Y | +64.5% | +21.4% | +43.1% | +45.0% |
| 5Y | +28.9% | -0.6% | +29.4% | +18.3% |
| All | +328.2% | +449.7% | -121.5% | +127.6% |
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