-8.0%
DHR vs GWW
+88.4%
-96.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -5.0% | -3.1% | -1.8% | -3.9% |
| 30D | -3.3% | -2.3% | -1.0% | -2.6% |
| 3M | +9.4% | -3.3% | +12.7% | +10.5% |
| 6M | +3.2% | +15.4% | -12.2% | -2.4% |
| YTD | -12.0% | +26.7% | -38.8% | -20.0% |
| 1Y | +4.9% | +29.0% | -24.1% | -5.4% |
| All | -8.0% | +88.4% | -96.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling