+215.7%
DHR vs CDW
+262.5%
-46.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.1% |
| 30D | -2.2% | +4.9% | -7.0% | -4.0% |
| 3M | +9.0% | +7.3% | +1.7% | +5.0% |
| 6M | +3.5% | +19.2% | -15.7% | -5.8% |
| YTD | -10.1% | +6.2% | -16.3% | -15.1% |
| 1Y | +6.2% | -14.0% | +20.2% | +8.0% |
| 3Y | -5.4% | -30.0% | +24.6% | +1.5% |
| 5Y | -27.9% | -23.6% | -4.3% | -26.6% |
| 10Y | +215.7% | +269.4% | -53.6% | +105.2% |
| All | +215.7% | +262.5% | -46.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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