+695.9%
DHR vs NWSA
+121.6%
+574.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.4% | -3.4% | +1.0% | -1.5% |
| 30D | -2.2% | +3.9% | -6.1% | -3.2% |
| 3M | +9.0% | +8.9% | +0.1% | +6.3% |
| 6M | +3.5% | +21.2% | -17.7% | -2.1% |
| YTD | -10.1% | +13.8% | -24.0% | -13.7% |
| 1Y | +6.2% | +1.4% | +4.8% | +4.9% |
| 3Y | -5.4% | +44.0% | -49.3% | -15.2% |
| 5Y | -27.9% | +40.5% | -68.4% | -36.4% |
| 10Y | +215.7% | +149.2% | +66.5% | +127.4% |
| All | +695.9% | +121.6% | +574.3% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling