+54,149.7%
DHR vs WY
+673.4%
+53,476.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -2.2% | -9.9% | +7.7% | +1.2% |
| 3M | +9.0% | -7.5% | +16.5% | +11.5% |
| 6M | +3.5% | -5.1% | +8.6% | +4.9% |
| YTD | -10.1% | -2.1% | -8.0% | -10.0% |
| 1Y | +6.2% | -7.3% | +13.5% | +8.1% |
| 3Y | -5.4% | -22.6% | +17.3% | +1.4% |
| 5Y | -27.9% | -19.8% | -8.1% | -24.3% |
| 10Y | +215.7% | +9.6% | +206.2% | +176.7% |
| All | +54,149.7% | +673.4% | +53,476.3% | +23,673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling