-27.9%
DHR vs WAT
-4.9%
-23.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -1.5% |
| 30D | -2.2% | -1.7% | -0.5% | -1.3% |
| 3M | +9.0% | +9.1% | -0.1% | +3.8% |
| 6M | +3.5% | +32.4% | -29.0% | -12.1% |
| YTD | -10.1% | +6.6% | -16.7% | -14.8% |
| 1Y | +6.2% | +34.7% | -28.5% | -12.2% |
| 3Y | -5.4% | +53.6% | -59.0% | -32.0% |
| 5Y | -27.9% | -4.1% | -23.8% | -32.1% |
| All | -27.9% | -4.9% | -23.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling