+204.4%
DHR vs BWA
+153.1%
+51.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -3.3% | -5.5% | +2.1% | -2.3% |
| 3M | +9.4% | -7.6% | +17.0% | +10.8% |
| 6M | +3.2% | +25.0% | -21.8% | -3.1% |
| YTD | -12.0% | +47.0% | -59.0% | -21.1% |
| 1Y | +4.9% | +54.0% | -49.1% | -7.1% |
| 3Y | -7.4% | +70.7% | -78.0% | -21.5% |
| 5Y | -29.8% | +86.7% | -116.4% | -42.8% |
| All | +204.4% | +153.1% | +51.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling