+4,060.1%
DHI vs WCN
+6,623.4%
-2,563.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -5.4% | -3.4% | -2.1% | -4.1% |
| 3M | -10.4% | +3.0% | -13.4% | -11.5% |
| 6M | -2.8% | -3.8% | +1.0% | -1.7% |
| YTD | -3.4% | -8.3% | +4.9% | -0.9% |
| 1Y | -22.9% | -9.7% | -13.2% | -20.4% |
| 3Y | +20.7% | +17.2% | +3.5% | +11.0% |
| 5Y | +62.1% | +25.3% | +36.9% | +44.3% |
| 10Y | +410.4% | +235.4% | +175.1% | +213.1% |
| All | +4,060.1% | +6,623.4% | -2,563.3% | +1,100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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