-18.2%
DHI vs WAT
+41.4%
-59.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -3.1% | -1.3% | -1.9% | -2.7% |
| 30D | -5.5% | +2.3% | -7.8% | -6.2% |
| 3M | -2.2% | +8.7% | -11.0% | -5.2% |
| 6M | -6.0% | +28.3% | -34.3% | -14.5% |
| YTD | 0.0% | +7.8% | -7.8% | -4.0% |
| 1Y | -18.2% | +36.6% | -54.8% | -28.5% |
| All | -18.2% | +41.4% | -59.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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