+12,556.3%
DHI vs WST
+10,631.4%
+1,924.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -2.0% | -0.3% | -1.8% | -1.9% |
| 30D | -8.3% | -4.6% | -3.7% | -6.5% |
| 3M | -3.7% | +5.7% | -9.4% | -6.3% |
| 6M | -5.4% | +37.6% | -43.0% | -18.2% |
| YTD | -3.0% | +23.0% | -26.0% | -12.5% |
| 1Y | -23.8% | +33.8% | -57.7% | -34.1% |
| 3Y | +21.8% | -13.4% | +35.2% | +12.8% |
| 5Y | +59.6% | -27.0% | +86.6% | +54.5% |
| 10Y | +391.2% | +324.5% | +66.7% | +84.2% |
| All | +12,556.3% | +10,631.4% | +1,924.9% | +1,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling