-29.8%
DHR vs WCN
+25.5%
-55.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -5.0% | -4.4% | -0.6% | -2.9% |
| 30D | -3.3% | -4.4% | +1.1% | -1.2% |
| 3M | +9.4% | +0.5% | +9.0% | +9.2% |
| 6M | +3.2% | -3.3% | +6.4% | +4.3% |
| YTD | -12.0% | -8.5% | -3.5% | -8.8% |
| 1Y | +4.9% | -8.9% | +13.8% | +8.9% |
| 3Y | -7.4% | +18.0% | -25.4% | -19.2% |
| 5Y | -29.8% | +25.0% | -54.8% | -43.1% |
| All | -29.8% | +25.5% | -55.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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