+2,619.5%
PHM vs WCC
+1,563.0%
+1,056.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.7% |
| 7D | -4.1% | +9.9% | -14.1% | -7.5% |
| 30D | +16.1% | -8.4% | +24.6% | +18.1% |
| 3M | -2.5% | -10.3% | +7.8% | -0.7% |
| 6M | +12.9% | -10.5% | +23.4% | +13.7% |
| YTD | +9.0% | +32.2% | -23.2% | -6.2% |
| 1Y | +8.2% | +25.5% | -17.4% | -5.2% |
| 3Y | +58.4% | +134.7% | -76.2% | +3.0% |
| 5Y | +159.2% | +139.9% | +19.3% | +58.8% |
| 10Y | +676.9% | +433.5% | +243.4% | +208.6% |
| All | +2,619.5% | +1,563.0% | +1,056.5% | +610.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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