-6.1%
DHI vs WWD
-12.4%
+6.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.8% |
| 7D | -6.1% | -2.9% | -3.3% | -5.0% |
| 30D | -10.1% | -6.6% | -3.5% | -7.8% |
| 3M | -7.3% | -9.3% | +2.0% | -5.0% |
| 6M | -6.1% | -13.6% | +7.5% | -3.0% |
| All | -6.1% | -12.4% | +6.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 6mo: compounded portfolio wealth divided by compounded WWD 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…
6mo analysis · Full analysis span regression · 6 months rolling