+54,149.7%
DHR vs GWW
+13,989.5%
+40,160.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -2.2% | -1.4% | -0.7% | -1.7% |
| 3M | +9.0% | -3.6% | +12.6% | +10.2% |
| 6M | +3.5% | +15.1% | -11.6% | -2.2% |
| YTD | -10.1% | +27.5% | -37.6% | -18.5% |
| 1Y | +6.2% | +29.6% | -23.4% | -4.5% |
| 3Y | -5.4% | +90.1% | -95.4% | -27.0% |
| 5Y | -27.9% | +222.6% | -250.5% | -54.9% |
| 10Y | +215.7% | +566.5% | -350.8% | +38.5% |
| All | +54,149.7% | +13,989.5% | +40,160.2% | +7,530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling