-27.9%
DHR vs WEC
+30.7%
-58.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -2.2% | +0.9% | -3.1% | -2.7% |
| 3M | +9.0% | -5.3% | +14.3% | +11.0% |
| 6M | +3.5% | -6.6% | +10.0% | +5.7% |
| YTD | -10.1% | +3.3% | -13.4% | -11.7% |
| 1Y | +6.2% | +2.1% | +4.1% | +4.5% |
| 3Y | -5.4% | +39.6% | -44.9% | -19.6% |
| 5Y | -27.9% | +31.2% | -59.1% | -35.0% |
| All | -27.9% | +30.7% | -58.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling