+19.9%
DHR vs SW
+39.0%
-19.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -0.9% | +2.3% | -3.2% | -1.3% |
| 30D | +5.4% | +6.8% | -1.4% | +4.0% |
| 3M | +15.3% | -5.2% | +20.5% | +16.3% |
| 6M | +32.1% | +7.4% | +24.7% | +29.7% |
| YTD | +1.2% | +17.4% | -16.2% | -2.9% |
| 1Y | +10.1% | +27.1% | -17.0% | +4.0% |
| 3Y | +19.9% | +47.9% | -28.0% | +18.2% |
| All | +19.9% | +39.0% | -19.2% | +18.2% |
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