+696.1%
PH vs WCN
+322.0%
+374.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | +7.4% | +1.2% | +6.2% | +6.7% |
| 30D | +0.5% | +26.4% | -26.0% | -12.7% |
| 3M | -10.2% | +17.5% | -27.8% | -18.8% |
| 6M | +8.9% | +28.7% | -19.8% | -7.3% |
| YTD | +9.7% | +11.5% | -1.9% | +0.7% |
| 1Y | +12.8% | +15.9% | -3.0% | +1.0% |
| 3Y | +134.6% | +51.6% | +83.0% | +70.4% |
| 5Y | +204.5% | +47.9% | +156.6% | +120.2% |
| All | +696.1% | +322.0% | +374.1% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling