+203.8%
DHR vs WU
-39.1%
+242.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -3.5% | -0.1% | -2.7% |
| 30D | -2.7% | -2.9% | +0.2% | -2.0% |
| 3M | +10.9% | -2.3% | +13.2% | +10.4% |
| 6M | +3.0% | -25.4% | +28.4% | +10.6% |
| YTD | -12.2% | -21.2% | +9.0% | -7.4% |
| 1Y | +3.3% | -8.9% | +12.2% | +3.8% |
| 3Y | -8.2% | -29.0% | +20.8% | -2.1% |
| 5Y | -29.9% | -50.7% | +20.8% | -18.9% |
| All | +203.8% | -39.1% | +242.9% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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