+63.2%
DHI vs WST
-23.9%
+87.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -3.4% | +1.8% | -5.2% | -3.8% |
| 30D | -5.4% | -1.7% | -3.7% | -5.1% |
| 3M | -10.4% | +4.9% | -15.3% | -11.7% |
| 6M | -2.8% | +45.5% | -48.3% | -11.6% |
| YTD | -3.4% | +26.1% | -29.5% | -9.3% |
| 1Y | -22.9% | +31.7% | -54.6% | -28.5% |
| 3Y | +20.7% | -12.1% | +32.8% | +18.4% |
| All | +63.2% | -23.9% | +87.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling