+4,464.3%
WEC vs DOV
+6,514.7%
-2,050.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.3% | +3.0% | -0.7% | +1.8% |
| 30D | +11.1% | +8.6% | +2.5% | +9.3% |
| 3M | +8.4% | +1.9% | +6.6% | +7.9% |
| 6M | +7.5% | -1.7% | +9.2% | +7.5% |
| YTD | +15.3% | +8.3% | +7.0% | +13.0% |
| 1Y | +9.7% | +16.6% | -6.8% | +6.0% |
| 3Y | +64.7% | +65.1% | -0.5% | +46.9% |
| 5Y | +57.3% | +29.2% | +28.1% | +45.8% |
| 10Y | +195.9% | +329.7% | -133.8% | +117.3% |
| All | +4,464.3% | +6,514.7% | -2,050.4% | +2,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling