+17.8%
DHR vs SW
+40.4%
-22.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -4.5% | +4.7% | -9.1% | -5.3% |
| 30D | +5.0% | +5.0% | 0.0% | +3.9% |
| 3M | +13.6% | -7.3% | +20.9% | +15.0% |
| 6M | +30.1% | +15.0% | +15.1% | +26.0% |
| YTD | -0.5% | +18.5% | -19.1% | -4.7% |
| 1Y | +7.4% | +27.1% | -19.7% | +1.5% |
| All | +17.8% | +40.4% | -22.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling