-1.7%
DHR vs WETO
-99.4%
+97.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -3.6% |
| 30D | -2.7% | -39.9% | +37.2% | -2.4% |
| 3M | +10.9% | -97.9% | +108.8% | +11.6% |
| 6M | +3.0% | -95.0% | +98.1% | +3.4% |
| YTD | -12.2% | -97.2% | +85.0% | -12.0% |
| 1Y | +3.3% | -98.9% | +102.2% | +3.8% |
| All | -1.7% | -99.4% | +97.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling