+12.8%
PH vs WCN
+15.9%
-3.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | +7.4% | +1.2% | +6.2% | +7.5% |
| 30D | +0.5% | +26.4% | -26.0% | +1.2% |
| 3M | -10.2% | +17.5% | -27.8% | -9.2% |
| 6M | +8.9% | +28.7% | -19.8% | +9.4% |
| YTD | +9.7% | +11.5% | -1.9% | +12.5% |
| 1Y | +12.8% | +15.9% | -3.0% | +14.3% |
| All | +12.8% | +15.9% | -3.1% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling