-28.0%
DHR vs GWW
+222.0%
-250.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -3.6% | -3.4% | -0.3% | -2.3% |
| 30D | -2.7% | -1.9% | -0.8% | -2.1% |
| 3M | +10.9% | -2.4% | +13.3% | +11.7% |
| 6M | +3.0% | +15.7% | -12.7% | -3.4% |
| YTD | -12.2% | +27.6% | -39.8% | -21.3% |
| 1Y | +3.3% | +27.2% | -23.9% | -7.4% |
| 3Y | -8.2% | +89.7% | -97.9% | -31.7% |
| All | -28.0% | +222.0% | -250.0% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling