-22.9%
DHI vs WAB
+49.7%
-72.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -5.4% | -4.1% | -1.4% | -3.4% |
| 3M | -10.4% | +8.2% | -18.6% | -14.8% |
| 6M | -2.8% | +15.4% | -18.2% | -11.9% |
| YTD | -3.4% | +33.1% | -36.6% | -20.3% |
| 1Y | -22.9% | +48.1% | -71.0% | -39.3% |
| All | -22.9% | +49.7% | -72.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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