+142.7%
WFC vs DHR
+210.0%
-67.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +0.3% | -5.0% | +5.3% | +2.2% |
| 30D | +2.3% | -3.3% | +5.6% | +3.4% |
| 3M | +9.8% | +9.4% | +0.3% | +4.9% |
| 6M | +15.6% | +3.2% | +12.4% | +12.7% |
| YTD | -2.4% | -12.0% | +9.6% | +1.1% |
| 1Y | +13.8% | +4.9% | +8.9% | +8.9% |
| 3Y | +134.6% | -7.4% | +142.0% | +129.9% |
| 5Y | +127.9% | -29.8% | +157.7% | +146.9% |
| All | +142.7% | +210.0% | -67.4% | +22.2% |
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