+797.8%
PH vs WCN
+235.9%
+562.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.3% | -3.1% | +1.8% | +0.5% |
| 30D | -11.0% | -3.4% | -7.6% | -9.2% |
| 3M | +5.5% | +3.0% | +2.6% | +3.1% |
| 6M | +1.5% | -3.8% | +5.2% | +2.5% |
| YTD | +8.8% | -8.3% | +17.1% | +12.6% |
| 1Y | +24.5% | -9.7% | +34.2% | +29.6% |
| 3Y | +141.2% | +17.2% | +124.0% | +105.8% |
| 5Y | +256.3% | +25.3% | +231.0% | +183.7% |
| All | +797.8% | +235.9% | +562.0% | +312.6% |
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