+621.8%
DHI vs WU
-22.8%
+644.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -6.1% | -5.0% | -1.2% | -3.7% |
| 30D | -10.1% | -2.3% | -7.8% | -9.2% |
| 3M | -7.3% | -3.2% | -4.1% | -7.7% |
| 6M | -6.1% | -25.0% | +18.9% | +6.3% |
| YTD | -5.0% | -21.7% | +16.6% | +4.5% |
| 1Y | -22.1% | -9.0% | -13.1% | -21.5% |
| 3Y | +19.2% | -28.9% | +48.1% | +33.3% |
| 5Y | +59.4% | -51.0% | +110.4% | +110.3% |
| 10Y | +401.8% | -40.1% | +441.9% | +452.3% |
| All | +621.8% | -22.8% | +644.6% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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