+210.1%
DHR vs SW
+147.8%
+62.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.9% | -5.1% | +1.2% | -3.4% |
| 30D | +4.0% | -4.6% | +8.6% | +4.5% |
| 3M | +11.5% | +9.4% | +2.1% | +10.2% |
| 6M | +1.9% | +3.5% | -1.7% | +1.1% |
| YTD | -8.9% | +22.0% | -30.9% | -11.2% |
| 1Y | +5.1% | +2.2% | +2.9% | +4.1% |
| 3Y | -10.3% | +19.6% | -29.9% | -13.1% |
| 5Y | -27.8% | -2.3% | -25.5% | -30.4% |
| All | +210.1% | +147.8% | +62.3% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling