+15,798.3%
PH vs WWD
+15,408.5%
+389.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | -3.2% | -7.2% | +3.9% | -0.5% |
| 3M | +10.6% | -3.8% | +14.4% | +11.7% |
| 6M | -2.1% | -9.9% | +7.8% | +1.3% |
| YTD | +10.2% | +14.8% | -4.6% | +2.9% |
| 1Y | +28.2% | +42.1% | -13.8% | +9.3% |
| 3Y | +134.9% | +170.8% | -35.9% | +52.7% |
| 5Y | +253.6% | +197.5% | +56.1% | +118.6% |
| 10Y | +804.7% | +477.8% | +326.9% | +331.1% |
| All | +15,798.3% | +15,408.5% | +389.8% | +4,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling