+203.8%
DHR vs WBD
+15.0%
+188.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -2.7% | +1.4% | -4.2% | -2.9% |
| 3M | +10.9% | +4.4% | +6.5% | +10.4% |
| 6M | +3.0% | +0.8% | +2.2% | +2.9% |
| YTD | -12.2% | -2.7% | -9.5% | -12.0% |
| 1Y | +3.3% | +73.4% | -70.1% | -3.3% |
| 3Y | -8.2% | +142.1% | -150.3% | -19.8% |
| 5Y | -29.9% | +7.2% | -37.1% | -36.5% |
| All | +203.8% | +15.0% | +188.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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