+404.6%
DHI vs WST
+344.2%
+60.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.4% | +1.8% | -5.2% | -3.9% |
| 30D | -5.4% | -1.7% | -3.7% | -5.0% |
| 3M | -10.4% | +4.9% | -15.3% | -11.9% |
| 6M | -2.8% | +45.5% | -48.3% | -13.5% |
| YTD | -3.4% | +26.1% | -29.5% | -10.6% |
| 1Y | -22.9% | +31.7% | -54.6% | -29.8% |
| 3Y | +20.7% | -12.1% | +32.8% | +16.2% |
| 5Y | +62.1% | -23.6% | +85.7% | +59.6% |
| All | +404.6% | +344.2% | +60.4% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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