+1,188.5%
WDC vs DHR
+209.4%
+979.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -3.6% | -0.7% | -2.6% |
| 30D | -1.5% | -2.7% | +1.3% | -0.6% |
| 3M | -15.5% | +10.9% | -26.4% | -22.6% |
| 6M | +66.5% | +3.0% | +63.4% | +58.0% |
| YTD | +159.9% | -12.2% | +172.1% | +169.1% |
| 1Y | +366.0% | +3.3% | +362.6% | +336.8% |
| 3Y | +1,285.8% | -8.2% | +1,294.0% | +1,235.4% |
| 5Y | +925.6% | -29.9% | +955.5% | +1,046.4% |
| All | +1,188.5% | +209.4% | +979.1% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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