+20.7%
DHI vs WING
-25.6%
+46.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.2% | +1.0% |
| 7D | -3.4% | +7.2% | -10.6% | -4.2% |
| 30D | -5.4% | +4.8% | -10.2% | -6.1% |
| 3M | -10.4% | -23.7% | +13.2% | -7.9% |
| 6M | -2.8% | -43.6% | +40.8% | +2.9% |
| YTD | -3.4% | -50.6% | +47.2% | +3.0% |
| 1Y | -22.9% | -57.0% | +34.1% | -16.8% |
| 3Y | +20.7% | -28.3% | +49.0% | -9.8% |
| All | +20.7% | -25.6% | +46.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling