+489.4%
DHI vs WING
+412.2%
+77.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.3% | -2.3% | -0.1% | -1.8% |
| 30D | -5.3% | -5.6% | +0.4% | -4.4% |
| 3M | -7.8% | -22.9% | +15.1% | -2.9% |
| 6M | -5.4% | -50.4% | +45.1% | +9.3% |
| YTD | -2.7% | -53.3% | +50.6% | +12.4% |
| 1Y | -21.0% | -61.2% | +40.3% | -5.2% |
| 3Y | +22.2% | -30.1% | +52.2% | +15.1% |
| 5Y | +62.2% | -35.0% | +97.2% | +47.0% |
| 10Y | +414.3% | +375.5% | +38.8% | +177.5% |
| All | +489.4% | +412.2% | +77.2% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling