+253.8%
PH vs WWD
+192.1%
+61.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +0.4% | +0.8% | -0.4% | 0.0% |
| 30D | -10.8% | -6.4% | -4.4% | -8.0% |
| 3M | +8.5% | -5.6% | +14.1% | +10.6% |
| 6M | +3.9% | -9.1% | +13.0% | +7.6% |
| YTD | +9.4% | +12.5% | -3.1% | +0.9% |
| 1Y | +26.8% | +41.3% | -14.5% | +2.6% |
| 3Y | +140.8% | +170.2% | -29.4% | +33.4% |
| 5Y | +253.8% | +192.5% | +61.3% | +79.4% |
| All | +253.8% | +192.1% | +61.7% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling