-11.7%
DHR vs WWD
+183.1%
-194.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.8% |
| 7D | +2.6% | +8.2% | -5.6% | +0.4% |
| 30D | +4.2% | -0.2% | +4.4% | +4.1% |
| 3M | +13.0% | -8.4% | +21.4% | +15.3% |
| 6M | +40.2% | -9.5% | +49.7% | +42.2% |
| YTD | +2.0% | +10.1% | -8.0% | -3.4% |
| 1Y | +6.6% | +21.6% | -15.0% | -2.6% |
| 3Y | +19.9% | +149.6% | -129.6% | -16.5% |
| 5Y | -11.7% | +191.3% | -203.0% | -46.1% |
| All | -11.7% | +183.1% | -194.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling