+203.8%
DHR vs WAB
+296.8%
-93.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -2.7% | -4.1% | +1.3% | -1.7% |
| 3M | +10.9% | +8.2% | +2.8% | +8.2% |
| 6M | +3.0% | +15.4% | -12.4% | -1.5% |
| YTD | -12.2% | +33.1% | -45.4% | -19.3% |
| 1Y | +3.3% | +48.1% | -44.8% | -7.8% |
| 3Y | -8.2% | +167.7% | -175.9% | -30.3% |
| 5Y | -29.9% | +225.7% | -255.6% | -49.5% |
| All | +203.8% | +296.8% | -93.0% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling