+21.0%
DHR vs WM
+48.6%
-27.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +3.2% | -2.0% | +0.5% |
| 30D | +3.7% | +13.0% | -9.3% | +0.3% |
| 3M | +14.5% | +9.2% | +5.3% | +11.6% |
| 6M | +40.9% | +13.6% | +27.3% | +36.5% |
| YTD | +2.4% | +12.4% | -10.0% | -0.8% |
| 1Y | +6.1% | +21.2% | -15.1% | +1.0% |
| 3Y | +21.0% | +48.7% | -27.7% | +10.7% |
| All | +21.0% | +48.6% | -27.6% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling