+12.5%
WFC vs DHR
+3.8%
+8.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +0.3% | -5.0% | +5.3% | +0.7% |
| 30D | +2.3% | -3.3% | +5.6% | +2.6% |
| 3M | +9.8% | +9.4% | +0.3% | +8.0% |
| 6M | +15.6% | +3.2% | +12.4% | +13.5% |
| YTD | -2.4% | -12.0% | +9.6% | -4.3% |
| All | +12.5% | +3.8% | +8.7% | +13.7% |
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