+3,121.0%
DHR vs WTW
+1,094.8%
+2,026.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.0% |
| 7D | -2.4% | -7.1% | +4.7% | 0.0% |
| 30D | -2.2% | -8.5% | +6.4% | +0.8% |
| 3M | +9.0% | +20.6% | -11.6% | +2.2% |
| 6M | +3.5% | +7.2% | -3.7% | +0.5% |
| YTD | -10.1% | -3.9% | -6.3% | -10.1% |
| 1Y | +6.2% | -3.6% | +9.8% | +5.9% |
| 3Y | -5.4% | +60.7% | -66.0% | -21.6% |
| 5Y | -27.9% | +42.2% | -70.0% | -37.9% |
| 10Y | +215.7% | +195.5% | +20.3% | +109.9% |
| All | +3,121.0% | +1,094.8% | +2,026.2% | +1,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling