+245.2%
DHR vs CDW
+338.4%
-93.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +6.4% | +20.4% | -14.0% | -0.1% |
| 3M | +13.6% | +28.5% | -14.8% | +3.7% |
| 6M | +41.9% | +70.6% | -28.8% | +15.3% |
| YTD | +3.4% | +29.1% | -25.7% | -8.9% |
| 1Y | +9.9% | +23.8% | -13.9% | -1.8% |
| 3Y | +21.6% | -14.5% | +36.0% | +21.5% |
| 5Y | -10.6% | -1.6% | -9.0% | -16.6% |
| 10Y | +245.2% | +322.0% | -76.8% | +123.8% |
| All | +245.2% | +338.4% | -93.2% | +123.8% |
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