+18.7%
DHI vs WST
-11.8%
+30.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.7% |
| 7D | -6.1% | +0.4% | -6.6% | -6.2% |
| 30D | -10.1% | -2.0% | -8.1% | -9.8% |
| 3M | -7.3% | +4.1% | -11.4% | -8.0% |
| 6M | -6.1% | +47.4% | -53.6% | -11.4% |
| YTD | -5.0% | +25.4% | -30.4% | -8.5% |
| 1Y | -22.1% | +35.3% | -57.4% | -25.7% |
| All | +18.7% | -11.8% | +30.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling