+253.8%
PH vs WAB
+231.1%
+22.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +0.4% | +1.7% | -1.3% | -0.8% |
| 30D | -10.8% | -2.4% | -8.4% | -9.2% |
| 3M | +8.5% | +9.7% | -1.2% | +0.3% |
| 6M | +3.9% | +16.5% | -12.6% | -8.6% |
| YTD | +9.4% | +33.7% | -24.3% | -13.6% |
| 1Y | +26.8% | +49.7% | -22.9% | -8.8% |
| 3Y | +140.8% | +170.9% | -30.1% | +7.6% |
| 5Y | +253.8% | +228.0% | +25.7% | +34.8% |
| All | +253.8% | +231.1% | +22.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling