+4,486.3%
PH vs WCC
+1,713.7%
+2,772.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.5% |
| 7D | -3.1% | +4.5% | -7.5% | -4.6% |
| 30D | -3.2% | -5.8% | +2.5% | -1.5% |
| 3M | +10.6% | -3.7% | +14.2% | +11.1% |
| 6M | -2.1% | +23.1% | -25.2% | -10.6% |
| YTD | +10.2% | +44.2% | -34.0% | -5.2% |
| 1Y | +28.2% | +62.1% | -33.9% | +5.2% |
| 3Y | +134.9% | +121.1% | +13.8% | +66.1% |
| 5Y | +253.6% | +214.0% | +39.7% | +112.8% |
| 10Y | +804.7% | +472.8% | +331.9% | +312.2% |
| All | +4,486.3% | +1,713.7% | +2,772.6% | +1,192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling