+140.8%
PH vs WCN
+19.6%
+121.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -10.8% | -2.1% | -8.7% | -10.3% |
| 3M | +8.5% | +6.4% | +2.1% | +6.4% |
| 6M | +3.9% | -3.7% | +7.6% | +4.7% |
| YTD | +9.4% | -6.4% | +15.8% | +11.2% |
| 1Y | +26.8% | -7.9% | +34.7% | +29.6% |
| 3Y | +140.8% | +20.8% | +120.0% | +120.8% |
| All | +140.8% | +19.6% | +121.2% | +120.8% |
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