+248.5%
DHR vs SW
+179.5%
+68.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +2.6% | -3.0% | +5.6% | +2.9% |
| 30D | +4.2% | +4.2% | 0.0% | +3.7% |
| 3M | +13.0% | -11.5% | +24.5% | +14.4% |
| 6M | +40.2% | +8.6% | +31.6% | +38.5% |
| YTD | +2.0% | +15.0% | -13.0% | 0.0% |
| 1Y | +6.6% | +25.7% | -19.1% | +3.5% |
| 3Y | +19.9% | +44.8% | -24.9% | +14.6% |
| 5Y | -11.7% | -1.7% | -10.0% | -14.8% |
| All | +248.5% | +179.5% | +68.9% | +209.9% |
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