+3.5%
SW vs DOV
-12.3%
+15.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.4% |
| 7D | -5.1% | -2.7% | -2.4% | -2.6% |
| 30D | -4.6% | -8.1% | +3.5% | +3.3% |
| 3M | +9.4% | -9.4% | +18.8% | +18.9% |
| 6M | +3.5% | -12.6% | +16.1% | +15.8% |
| All | +3.5% | -12.3% | +15.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 6mo: compounded portfolio wealth divided by compounded DOV 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…
6mo analysis · Full analysis span regression · 6 months rolling