+404.6%
DHI vs WCC
+541.6%
-137.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.4% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | -5.4% | -2.1% | -3.3% | -5.1% |
| 3M | -10.4% | +3.8% | -14.3% | -12.6% |
| 6M | -2.8% | +35.0% | -37.7% | -14.1% |
| YTD | -3.4% | +46.4% | -49.8% | -17.7% |
| 1Y | -22.9% | +63.0% | -85.9% | -37.3% |
| 3Y | +20.7% | +133.9% | -113.3% | -19.2% |
| 5Y | +62.1% | +226.5% | -164.4% | -9.9% |
| All | +404.6% | +541.6% | -137.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling