+371.8%
DHI vs WPM
+5,810.9%
-5,439.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.8% |
| 7D | -6.1% | -3.6% | -2.5% | -5.5% |
| 30D | -10.1% | +12.5% | -22.6% | -12.1% |
| 3M | -7.3% | +40.6% | -47.9% | -13.1% |
| 6M | -6.1% | +0.5% | -6.7% | -7.1% |
| YTD | -5.0% | +29.0% | -34.1% | -10.6% |
| 1Y | -22.1% | +43.8% | -65.9% | -28.4% |
| 3Y | +19.2% | +266.3% | -247.1% | -9.0% |
| 5Y | +59.4% | +255.1% | -195.7% | +20.8% |
| 10Y | +401.8% | +526.8% | -125.0% | +228.7% |
| All | +371.8% | +5,810.9% | -5,439.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling