+249.8%
DHR vs WAT
+222.4%
+27.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +3.7% | +5.4% | -1.7% | +1.0% |
| 3M | +14.5% | +11.3% | +3.2% | +8.5% |
| 6M | +40.9% | +37.4% | +3.5% | +19.6% |
| YTD | +2.4% | +21.2% | -18.8% | -9.0% |
| 1Y | +6.1% | +21.3% | -15.2% | -5.8% |
| 3Y | +21.0% | +83.4% | -62.4% | -17.0% |
| 5Y | -11.4% | +29.0% | -40.4% | -27.8% |
| All | +249.8% | +222.4% | +27.3% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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