+215.7%
DHR vs WM
+303.2%
-87.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -2.2% | -4.5% | +2.3% | +0.1% |
| 3M | +9.0% | -2.2% | +11.1% | +10.1% |
| 6M | +3.5% | -11.5% | +14.9% | +9.5% |
| YTD | -10.1% | -0.7% | -9.5% | -10.4% |
| 1Y | +6.2% | +0.3% | +5.8% | +5.1% |
| 3Y | -5.4% | +44.2% | -49.6% | -25.3% |
| 5Y | -27.9% | +51.6% | -79.5% | -45.2% |
| 10Y | +215.7% | +310.4% | -94.7% | +45.6% |
| All | +215.7% | +303.2% | -87.5% | +45.6% |
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