+60,984.4%
DHR vs WM
+28,547.2%
+32,437.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +5.4% | +13.1% | -7.7% | +2.4% |
| 3M | +15.3% | +3.6% | +11.7% | +14.2% |
| 6M | +32.1% | +8.1% | +24.1% | +29.7% |
| YTD | +1.2% | +8.9% | -7.7% | -1.0% |
| 1Y | +10.1% | +20.3% | -10.2% | +5.3% |
| 3Y | +19.9% | +46.2% | -26.3% | +9.2% |
| 5Y | -8.8% | +59.9% | -68.7% | -18.6% |
| 10Y | +255.3% | +345.6% | -90.3% | +157.7% |
| All | +60,984.4% | +28,547.2% | +32,437.2% | +29,744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling