+695.9%
PH vs WCN
+322.1%
+373.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +4.3% | +2.6% | +1.8% | +2.9% |
| 30D | +0.1% | +23.9% | -23.8% | -12.0% |
| 3M | -9.4% | +17.4% | -26.8% | -18.0% |
| 6M | +8.8% | +28.0% | -19.3% | -7.1% |
| YTD | +9.6% | +11.6% | -1.9% | +0.6% |
| 1Y | +14.4% | +16.9% | -2.4% | +1.8% |
| 3Y | +134.5% | +51.6% | +82.9% | +70.3% |
| 5Y | +204.4% | +48.0% | +156.5% | +120.1% |
| All | +695.9% | +322.1% | +373.8% | +225.6% |
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