+575.9%
DHI vs NWSA
+121.1%
+454.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | -5.4% | +3.0% | -8.5% | -6.6% |
| 3M | -10.4% | +12.3% | -22.8% | -15.1% |
| 6M | -2.8% | +21.9% | -24.6% | -11.1% |
| YTD | -3.4% | +13.6% | -17.0% | -9.5% |
| 1Y | -22.9% | +0.5% | -23.4% | -24.1% |
| 3Y | +20.7% | +43.8% | -23.1% | +1.0% |
| 5Y | +62.1% | +41.2% | +21.0% | +33.4% |
| 10Y | +410.4% | +148.6% | +261.8% | +201.6% |
| All | +575.9% | +121.1% | +454.8% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling