-29.8%
DHR vs WWD
+187.1%
-216.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.2% |
| 30D | -3.3% | -6.6% | +3.3% | -1.7% |
| 3M | +9.4% | -9.3% | +18.7% | +11.3% |
| 6M | +3.2% | -13.6% | +16.8% | +6.1% |
| YTD | -12.0% | +10.4% | -22.4% | -16.3% |
| 1Y | +4.9% | +39.9% | -35.0% | -7.8% |
| 3Y | -7.4% | +165.0% | -172.4% | -35.5% |
| 5Y | -29.8% | +183.8% | -213.6% | -56.5% |
| All | -29.8% | +187.1% | -216.9% | -56.5% |
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