+23,834.9%
DHR vs BWA
+3,424.3%
+20,410.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -0.8% | +4.3% | -5.1% | -2.0% |
| 30D | +0.2% | -2.9% | +3.1% | +0.9% |
| 3M | +12.1% | -12.4% | +24.5% | +15.5% |
| 6M | +5.4% | +28.6% | -23.1% | -3.2% |
| YTD | -10.0% | +48.2% | -58.2% | -21.4% |
| 1Y | +4.1% | +50.9% | -46.8% | -9.7% |
| 3Y | -5.2% | +72.2% | -77.3% | -22.2% |
| 5Y | -28.2% | +91.1% | -119.3% | -44.2% |
| 10Y | +208.4% | +144.0% | +64.4% | +105.0% |
| All | +23,834.9% | +3,424.3% | +20,410.6% | +7,142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling