+2,097.7%
PHM vs WCN
+6,767.3%
-4,669.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -2.5% | -0.4% | -2.0% | -2.3% |
| 30D | -9.7% | -2.1% | -7.5% | -8.9% |
| 3M | +2.2% | +6.4% | -4.2% | -0.3% |
| 6M | -5.7% | -3.7% | -2.0% | -4.6% |
| YTD | +2.8% | -6.4% | +9.2% | +4.7% |
| 1Y | -14.4% | -7.9% | -6.5% | -12.3% |
| 3Y | +52.2% | +20.8% | +31.4% | +38.8% |
| 5Y | +154.3% | +29.0% | +125.3% | +124.7% |
| 10Y | +545.9% | +236.4% | +309.5% | +305.0% |
| All | +2,097.7% | +6,767.3% | -4,669.6% | +651.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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