-27.9%
DHR vs W
-62.3%
+34.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -2.4% | +5.9% | -8.3% | -3.1% |
| 30D | -2.2% | -3.0% | +0.9% | -1.8% |
| 3M | +9.0% | +40.3% | -31.4% | +3.7% |
| 6M | +3.5% | +32.2% | -28.7% | -1.3% |
| YTD | -10.1% | -0.3% | -9.8% | -11.9% |
| 1Y | +6.2% | +16.2% | -10.0% | +1.3% |
| 3Y | -5.4% | +40.7% | -46.1% | -16.8% |
| 5Y | -27.9% | -62.3% | +34.5% | -36.8% |
| All | -27.9% | -62.3% | +34.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 5y: compounded portfolio wealth divided by compounded W 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…
5y analysis · Full analysis span regression · 6 months rolling