-5.2%
DHR vs WAT
+49.0%
-54.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +0.2% | -1.0% | +1.2% | +0.7% |
| 3M | +12.1% | +10.9% | +1.2% | +6.8% |
| 6M | +5.4% | +33.2% | -27.8% | -8.5% |
| YTD | -10.0% | +6.1% | -16.0% | -13.6% |
| 1Y | +4.1% | +30.2% | -26.2% | -10.1% |
| 3Y | -5.2% | +52.9% | -58.1% | -28.0% |
| All | -5.2% | +49.0% | -54.2% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling