+15,840.9%
PH vs WWD
+14,867.0%
+974.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +0.3% | -0.4% | +0.7% | +0.5% |
| 3M | -8.8% | -6.1% | -2.7% | -6.5% |
| 6M | +10.0% | -9.5% | +19.6% | +13.8% |
| YTD | +10.5% | +10.8% | -0.3% | +4.7% |
| 1Y | +15.5% | +23.5% | -8.0% | +4.2% |
| 3Y | +136.4% | +151.3% | -14.9% | +58.2% |
| 5Y | +213.6% | +187.8% | +25.8% | +96.7% |
| 10Y | +713.9% | +461.1% | +252.8% | +292.5% |
| All | +15,840.9% | +14,867.0% | +974.0% | +4,215.0% |
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 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