+13.5%
WFC vs DHR
+3.6%
+10.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | +1.5% | -2.7% | +4.3% | +1.7% |
| 3M | +10.2% | +10.9% | -0.7% | +8.3% |
| 6M | +18.8% | +3.0% | +15.8% | +16.7% |
| YTD | -1.5% | -12.2% | +10.7% | -3.4% |
| 1Y | +13.5% | +3.3% | +10.2% | +14.8% |
| All | +13.5% | +3.6% | +10.0% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling