+203.8%
DHR vs WY
+7.6%
+196.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -4.2% | +0.5% | -2.3% |
| 30D | -2.7% | -10.1% | +7.3% | +0.7% |
| 3M | +10.9% | -8.5% | +19.4% | +14.0% |
| 6M | +3.0% | -3.3% | +6.4% | +3.9% |
| YTD | -12.2% | -4.4% | -7.8% | -11.4% |
| 1Y | +3.3% | -11.5% | +14.8% | +6.8% |
| 3Y | -8.2% | -24.3% | +16.1% | -1.0% |
| 5Y | -29.9% | -21.3% | -8.6% | -25.7% |
| All | +203.8% | +7.6% | +196.2% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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