-27.9%
DHR vs WAB
+224.0%
-251.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -2.2% | -4.6% | +2.4% | -0.4% |
| 3M | +9.0% | +5.6% | +3.3% | +6.0% |
| 6M | +3.5% | +13.8% | -10.3% | -3.0% |
| YTD | -10.1% | +31.9% | -42.0% | -21.0% |
| 1Y | +6.2% | +48.3% | -42.1% | -11.5% |
| 3Y | -5.4% | +167.1% | -172.5% | -41.4% |
| 5Y | -27.9% | +222.9% | -250.8% | -59.2% |
| All | -27.9% | +224.0% | -251.9% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling