-8.0%
DHR vs NWSA
+43.0%
-51.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -5.0% | -4.8% | -0.2% | -3.3% |
| 30D | -3.3% | +3.0% | -6.3% | -4.4% |
| 3M | +9.4% | +9.3% | +0.1% | +5.7% |
| 6M | +3.2% | +23.2% | -20.0% | -4.8% |
| YTD | -12.0% | +13.3% | -25.4% | -16.4% |
| 1Y | +4.9% | +2.9% | +2.0% | +2.8% |
| All | -8.0% | +43.0% | -51.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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