+203.8%
DHR vs WCC
+540.7%
-336.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.8% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -2.7% | -2.3% | -0.5% | -2.5% |
| 3M | +10.9% | +3.7% | +7.3% | +9.5% |
| 6M | +3.0% | +34.8% | -31.7% | -3.8% |
| YTD | -12.2% | +46.1% | -58.4% | -19.5% |
| 1Y | +3.3% | +62.7% | -59.4% | -7.5% |
| 3Y | -8.2% | +133.6% | -141.8% | -25.4% |
| 5Y | -29.9% | +226.1% | -256.0% | -47.6% |
| All | +203.8% | +540.7% | -336.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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