+2.5%
WFC vs DHI
+9.6%
-7.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.0% |
| 7D | +4.5% | +9.8% | -5.3% | +3.0% |
| 30D | +7.4% | +17.8% | -10.5% | +4.7% |
| 3M | -0.5% | +4.7% | -5.2% | -1.5% |
| 6M | +11.7% | +10.0% | +1.7% | +9.2% |
| YTD | -4.6% | +10.0% | -14.6% | -8.4% |
| 1Y | +2.5% | +9.1% | -6.6% | -2.4% |
| All | +2.5% | +9.6% | -7.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling