+215.7%
DHR vs WST
+325.7%
-110.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.4% | -1.7% | -0.7% | -1.8% |
| 30D | -2.2% | -4.3% | +2.2% | -0.6% |
| 3M | +9.0% | +0.7% | +8.2% | +8.4% |
| 6M | +3.5% | +36.0% | -32.5% | -8.1% |
| YTD | -10.1% | +22.7% | -32.9% | -17.5% |
| 1Y | +6.2% | +34.1% | -27.9% | -5.9% |
| 3Y | -5.4% | -13.6% | +8.2% | -9.4% |
| 5Y | -27.9% | -26.0% | -1.9% | -28.1% |
| 10Y | +215.7% | +335.8% | -120.0% | +60.9% |
| All | +215.7% | +325.7% | -110.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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