+136.4%
PH vs WCN
+48.9%
+87.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +0.3% | +25.3% | -25.0% | -4.1% |
| 3M | -8.8% | +15.2% | -24.0% | -11.1% |
| 6M | +10.0% | +26.4% | -16.4% | +4.4% |
| YTD | +10.5% | +9.9% | +0.6% | +9.1% |
| 1Y | +15.5% | +16.2% | -0.6% | +11.6% |
| 3Y | +136.4% | +49.4% | +86.9% | +106.3% |
| All | +136.4% | +48.9% | +87.5% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling