+253.8%
PH vs WCC
+229.6%
+24.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.6% |
| 7D | +0.4% | +8.5% | -8.1% | -2.7% |
| 30D | -10.8% | -1.0% | -9.8% | -10.7% |
| 3M | +8.5% | +2.1% | +6.3% | +6.6% |
| 6M | +3.9% | +36.8% | -32.9% | -10.1% |
| YTD | +9.4% | +47.7% | -38.3% | -8.8% |
| 1Y | +26.8% | +66.5% | -39.7% | -0.2% |
| 3Y | +140.8% | +134.2% | +6.6% | +56.1% |
| 5Y | +253.8% | +231.6% | +22.1% | +78.0% |
| All | +253.8% | +229.6% | +24.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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