-22.9%
DHI vs WAT
+38.4%
-61.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -3.4% | -0.3% | -3.2% | -3.3% |
| 30D | -5.4% | -1.9% | -3.6% | -4.8% |
| 3M | -10.4% | +13.5% | -24.0% | -14.1% |
| 6M | -2.8% | +37.2% | -40.0% | -13.2% |
| YTD | -3.4% | +7.5% | -10.9% | -7.3% |
| 1Y | -22.9% | +35.0% | -57.9% | -31.2% |
| All | -22.9% | +38.4% | -61.3% | -31.2% |
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