+245.2%
DHR vs WM
+332.5%
-87.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.9% |
| 7D | +0.2% | +0.8% | -0.6% | -0.3% |
| 30D | +6.4% | +13.8% | -7.4% | -0.6% |
| 3M | +13.6% | +6.4% | +7.2% | +9.7% |
| 6M | +41.9% | +13.2% | +28.6% | +32.7% |
| YTD | +3.4% | +10.8% | -7.4% | -2.7% |
| 1Y | +9.9% | +20.2% | -10.3% | -1.0% |
| 3Y | +21.6% | +46.5% | -24.9% | -4.3% |
| 5Y | -10.6% | +61.3% | -71.9% | -34.2% |
| 10Y | +245.2% | +324.8% | -79.6% | +56.2% |
| All | +245.2% | +332.5% | -87.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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