+62.1%
WM vs DOV
+29.5%
+32.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | +1.2% | +3.4% | -2.2% | +0.6% |
| 30D | +15.2% | +8.8% | +6.4% | +13.4% |
| 3M | +8.3% | +0.9% | +7.4% | +8.0% |
| 6M | +13.1% | -2.8% | +16.0% | +13.3% |
| YTD | +12.5% | +8.1% | +4.4% | +9.9% |
| 1Y | +21.8% | +15.2% | +6.5% | +17.4% |
| 3Y | +48.8% | +64.5% | -15.8% | +28.5% |
| 5Y | +62.1% | +28.9% | +33.2% | +49.2% |
| All | +62.1% | +29.5% | +32.5% | +49.2% |
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