+672.1%
DHR vs W
+210.9%
+461.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +3.7% | +6.8% | -3.1% | +2.9% |
| 3M | +14.5% | +10.7% | +3.8% | +13.0% |
| 6M | +40.9% | +86.3% | -45.4% | +30.1% |
| YTD | +2.4% | +11.5% | -9.1% | -0.9% |
| 1Y | +6.1% | +5.1% | +1.0% | +3.2% |
| 3Y | +21.0% | +171.0% | -150.0% | +1.1% |
| 5Y | -11.4% | -56.6% | +45.2% | -18.5% |
| 10Y | +241.8% | +213.4% | +28.4% | +141.2% |
| All | +672.1% | +210.9% | +461.2% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling