+34.4%
WAT vs DOV
+29.3%
+5.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +9.0% | +11.3% | -2.3% | +2.1% |
| 3M | +13.5% | +2.2% | +11.3% | +11.7% |
| 6M | +35.3% | -2.9% | +38.2% | +36.2% |
| YTD | +24.0% | +9.6% | +14.4% | +14.5% |
| 1Y | +22.0% | +16.7% | +5.3% | +8.0% |
| 3Y | +84.0% | +66.9% | +17.1% | +26.6% |
| 5Y | +34.4% | +32.0% | +2.4% | +4.1% |
| All | +34.4% | +29.3% | +5.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling