+404.6%
DHI vs WPM
+558.4%
-153.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -5.4% | +14.4% | -19.9% | -7.9% |
| 3M | -10.4% | +37.0% | -47.4% | -15.9% |
| 6M | -2.8% | +4.1% | -6.9% | -4.5% |
| YTD | -3.4% | +31.7% | -35.1% | -9.8% |
| 1Y | -22.9% | +44.2% | -67.1% | -29.6% |
| 3Y | +20.7% | +265.5% | -244.8% | -10.3% |
| 5Y | +62.1% | +262.5% | -200.4% | +18.3% |
| All | +404.6% | +558.4% | -153.8% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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