+54,893.9%
DHR vs WST
+12,330.1%
+42,563.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +4.0% | -3.1% | +7.2% | +5.1% |
| 3M | +11.5% | +7.2% | +4.3% | +8.8% |
| 6M | +1.9% | +36.8% | -35.0% | -8.8% |
| YTD | -8.9% | +23.8% | -32.8% | -15.9% |
| 1Y | +5.1% | +37.8% | -32.7% | -6.7% |
| 3Y | -10.3% | -15.9% | +5.6% | -13.3% |
| 5Y | -27.8% | -25.8% | -2.0% | -28.4% |
| 10Y | +203.6% | +319.6% | -116.0% | +69.3% |
| All | +54,893.9% | +12,330.1% | +42,563.8% | +12,140.9% |
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