+204.4%
DHR vs WELL
+356.9%
-152.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.0% | -2.2% | -2.7% | -4.6% |
| 30D | -3.3% | +4.7% | -8.0% | -4.2% |
| 3M | +9.4% | +11.9% | -2.5% | +7.0% |
| 6M | +3.2% | +14.3% | -11.1% | +0.3% |
| YTD | -12.0% | +28.4% | -40.4% | -16.5% |
| 1Y | +4.9% | +42.3% | -37.4% | -2.6% |
| 3Y | -7.4% | +202.6% | -209.9% | -26.2% |
| 5Y | -29.8% | +206.5% | -236.3% | -44.8% |
| All | +204.4% | +356.9% | -152.5% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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