Following is a response from DHS Research & Data Analysis Director, Tom Pullum:

I looked at the PR file for the 2001 survey, UGPR41FL.dta. The wealth index was new at the time of this survey and the variable names for it are different than the later standard, which is hv270 for the quintiles and hv271 for the continuous variable. In the 2001 survey, the quintiles were sh052 and the continuous variable was sh051. The range of sh051 was -1.0788 to 4.2405. You can get to a continuous scale with 5 digits just by moving the decimal point (multiplying by 10,000). You say the index goes from -1 to +1 but I don't see that. Let us know if this does not answer your question.