-27.9%
DHR vs WST
-27.5%
-0.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -2.2% | -4.3% | +2.2% | -0.8% |
| 3M | +9.0% | +0.7% | +8.2% | +8.5% |
| 6M | +3.5% | +36.0% | -32.5% | -6.9% |
| YTD | -10.1% | +22.7% | -32.9% | -16.6% |
| 1Y | +6.2% | +34.1% | -27.9% | -4.6% |
| 3Y | -5.4% | -13.6% | +8.2% | -8.0% |
| 5Y | -27.9% | -26.0% | -1.9% | -22.9% |
| All | -27.9% | -27.5% | -0.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling