+8,863.3%
DHI vs WAB
+4,053.8%
+4,809.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -10.1% | -5.9% | -4.2% | -7.7% |
| 3M | -7.3% | +9.4% | -16.7% | -11.2% |
| 6M | -6.1% | +13.8% | -20.0% | -11.7% |
| YTD | -5.0% | +31.8% | -36.8% | -16.1% |
| 1Y | -22.1% | +48.5% | -70.6% | -34.7% |
| 3Y | +19.2% | +167.0% | -147.7% | -23.5% |
| 5Y | +59.4% | +222.3% | -162.9% | -6.1% |
| 10Y | +401.8% | +289.6% | +112.2% | +146.9% |
| All | +8,863.3% | +4,053.8% | +4,809.5% | +1,934.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling