+6,256.3%
DOV vs WST
+14,518.0%
-8,261.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.1% |
| 7D | -1.9% | -3.1% | +1.2% | -0.9% |
| 30D | +8.3% | +9.1% | -0.8% | +5.5% |
| 3M | -3.1% | +14.7% | -17.7% | -7.1% |
| 6M | -9.8% | +28.0% | -37.8% | -16.7% |
| YTD | +5.2% | +45.6% | -40.5% | -7.0% |
| 1Y | +15.3% | +45.7% | -30.3% | +1.8% |
| 3Y | +58.8% | +21.1% | +37.7% | +35.8% |
| 5Y | +26.6% | +0.3% | +26.2% | +11.9% |
| 10Y | +351.6% | +449.0% | -97.4% | +114.8% |
| All | +6,256.3% | +14,518.0% | -8,261.7% | +1,252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling