+1,351.9%
DHR vs SW
+743.1%
+608.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.8% |
| 7D | +0.4% | +12.1% | -11.7% | -0.3% |
| 30D | +6.2% | +6.6% | -0.4% | +5.8% |
| 3M | +20.8% | -6.0% | +26.8% | +21.2% |
| 6M | +35.5% | +21.5% | +14.0% | +33.7% |
| YTD | +3.2% | +20.3% | -17.1% | +1.8% |
| 1Y | +10.7% | +28.1% | -17.5% | +8.7% |
| 3Y | +20.8% | +51.6% | -30.8% | +17.5% |
| 5Y | -11.2% | -0.1% | -11.0% | -13.1% |
| 10Y | +262.5% | +189.7% | +72.8% | +240.6% |
| All | +1,351.9% | +743.1% | +608.8% | +1,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling