-29.8%
DHR vs NWSA
+39.0%
-68.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -5.0% | -4.8% | -0.2% | -3.4% |
| 30D | -3.3% | +3.0% | -6.3% | -4.3% |
| 3M | +9.4% | +9.3% | +0.1% | +5.9% |
| 6M | +3.2% | +23.2% | -20.0% | -4.2% |
| YTD | -12.0% | +13.3% | -25.4% | -16.2% |
| 1Y | +4.9% | +2.9% | +2.0% | +2.8% |
| 3Y | -7.4% | +43.3% | -50.7% | -19.3% |
| 5Y | -29.8% | +40.9% | -70.6% | -43.5% |
| All | -29.8% | +39.0% | -68.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling