+27.6%
PH vs WWD
+41.7%
-14.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -10.8% | -6.4% | -4.4% | -8.7% |
| 3M | +8.5% | -5.6% | +14.1% | +10.0% |
| 6M | +3.9% | -9.1% | +13.0% | +6.7% |
| YTD | +9.4% | +12.5% | -3.1% | +5.5% |
| All | +27.6% | +41.7% | -14.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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