+1,285.8%
WDC vs DHI
+21.1%
+1,264.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.7% |
| 30D | -1.5% | -5.4% | +3.9% | -0.6% |
| 3M | -15.5% | -10.4% | -5.0% | -14.1% |
| 6M | +66.5% | -2.8% | +69.2% | +65.9% |
| YTD | +159.9% | -3.4% | +163.3% | +158.9% |
| 1Y | +366.0% | -22.9% | +388.9% | +384.8% |
| 3Y | +1,285.8% | +20.7% | +1,265.1% | +1,193.5% |
| All | +1,285.8% | +21.1% | +1,264.8% | +1,193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling