-10.0%
DHR vs BWA
+27.4%
-37.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.2% |
| 30D | +3.7% | -13.0% | +16.7% | +7.0% |
| 3M | +14.5% | -24.8% | +39.3% | +21.9% |
| 6M | +40.9% | -23.5% | +64.4% | +48.3% |
| YTD | +2.4% | +13.8% | -11.4% | -6.0% |
| 1Y | +6.1% | +13.4% | -7.3% | -2.6% |
| 3Y | +21.0% | +62.8% | -41.8% | -3.1% |
| All | -10.0% | +27.4% | -37.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling