-9.5%
DHR vs WST
+1.6%
-11.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | +7.4% | +12.7% | -5.3% | +3.5% |
| 3M | +13.0% | +17.2% | -4.2% | +7.6% |
| 6M | +38.5% | +26.7% | +11.8% | +28.5% |
| YTD | +3.8% | +50.3% | -46.5% | -9.4% |
| 1Y | +12.6% | +50.2% | -37.6% | -1.7% |
| 3Y | +22.0% | +21.7% | +0.3% | +3.7% |
| 5Y | -9.5% | +2.0% | -11.6% | -14.6% |
| All | -9.5% | +1.6% | -11.2% | -14.6% |
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