+203.8%
DHR vs WTW
+198.0%
+5.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -1.4% |
| 30D | -2.7% | -7.3% | +4.5% | +0.1% |
| 3M | +10.9% | +21.5% | -10.5% | +2.6% |
| 6M | +3.0% | +9.6% | -6.6% | -1.3% |
| YTD | -12.2% | -3.3% | -8.9% | -12.4% |
| 1Y | +3.3% | -6.1% | +9.4% | +4.2% |
| 3Y | -8.2% | +61.8% | -70.1% | -28.1% |
| 5Y | -29.9% | +42.7% | -72.6% | -42.5% |
| All | +203.8% | +198.0% | +5.7% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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