+62,326.8%
DHR vs WST
+14,995.2%
+47,331.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | +6.4% | +12.3% | -5.9% | +2.5% |
| 3M | +13.6% | +17.5% | -3.9% | +7.9% |
| 6M | +41.9% | +28.2% | +13.7% | +30.6% |
| YTD | +3.4% | +50.4% | -47.0% | -10.4% |
| 1Y | +9.9% | +49.3% | -39.4% | -4.7% |
| 3Y | +21.6% | +21.8% | -0.2% | +3.9% |
| 5Y | -10.6% | +0.3% | -10.9% | -19.7% |
| 10Y | +245.2% | +451.2% | -206.0% | +76.8% |
| All | +62,326.8% | +14,995.2% | +47,331.6% | +12,947.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling