+573.8%
DHR vs WING
+637.4%
-63.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.2% | -2.5% | +3.7% | +1.5% |
| 30D | +3.7% | +29.5% | -25.8% | -0.2% |
| 3M | +14.5% | +40.2% | -25.7% | +8.3% |
| 6M | +40.9% | +32.7% | +8.2% | +33.7% |
| YTD | +2.4% | -32.8% | +35.2% | +5.7% |
| 1Y | +6.1% | -31.7% | +37.8% | +9.1% |
| 3Y | +21.0% | -24.7% | +45.7% | +17.1% |
| 5Y | -11.4% | -0.5% | -10.9% | -21.6% |
| 10Y | +241.8% | +647.5% | -405.7% | +147.3% |
| All | +573.8% | +637.4% | -63.6% | +383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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