+54,250.4%
DHR vs WSM
+34,818.5%
+19,431.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +0.2% | -9.5% | +9.7% | +1.8% |
| 3M | +12.1% | +12.9% | -0.8% | +9.8% |
| 6M | +5.4% | +23.0% | -17.6% | +1.8% |
| YTD | -10.0% | +28.9% | -38.9% | -13.8% |
| 1Y | +4.1% | +13.7% | -9.6% | +1.5% |
| 3Y | -5.2% | +232.6% | -237.8% | -23.9% |
| 5Y | -28.2% | +185.9% | -214.1% | -42.4% |
| 10Y | +208.4% | +998.6% | -790.2% | +89.8% |
| All | +54,250.4% | +34,818.5% | +19,431.8% | +19,561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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