+404.6%
DHI vs GWW
+570.2%
-165.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.4% | -3.4% | 0.0% | -1.9% |
| 30D | -5.4% | -1.9% | -3.5% | -4.7% |
| 3M | -10.4% | -2.4% | -8.0% | -9.7% |
| 6M | -2.8% | +15.7% | -18.5% | -9.1% |
| YTD | -3.4% | +27.6% | -31.0% | -13.7% |
| 1Y | -22.9% | +27.2% | -50.1% | -31.1% |
| 3Y | +20.7% | +89.7% | -69.0% | -10.6% |
| 5Y | +62.1% | +223.9% | -161.8% | -5.1% |
| All | +404.6% | +570.2% | -165.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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