+2,545.8%
DHI vs WTW
+1,102.0%
+1,443.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -5.7% | +2.3% | -0.2% |
| 30D | -5.4% | -7.3% | +1.8% | -1.5% |
| 3M | -10.4% | +21.5% | -31.9% | -20.4% |
| 6M | -2.8% | +9.6% | -12.4% | -9.4% |
| YTD | -3.4% | -3.3% | -0.1% | -4.4% |
| 1Y | -22.9% | -6.1% | -16.8% | -22.5% |
| 3Y | +20.7% | +61.8% | -41.2% | -14.4% |
| 5Y | +62.1% | +42.7% | +19.5% | +22.8% |
| 10Y | +410.4% | +197.2% | +213.2% | +136.4% |
| All | +2,545.8% | +1,102.0% | +1,443.8% | +820.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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