-6.0%
DHR vs WEC
+40.3%
-46.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.2% | +0.9% | -3.1% | -2.5% |
| 3M | +9.0% | -5.3% | +14.3% | +10.3% |
| 6M | +3.5% | -6.6% | +10.0% | +5.0% |
| YTD | -10.1% | +3.3% | -13.4% | -11.0% |
| 1Y | +6.2% | +2.1% | +4.1% | +5.1% |
| All | -6.0% | +40.3% | -46.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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