+10,701.6%
PHM vs WSM
+34,818.5%
-24,116.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | -9.7% | -9.5% | -0.1% | -6.9% |
| 3M | +2.2% | +12.9% | -10.7% | -1.4% |
| 6M | -5.7% | +23.0% | -28.7% | -11.3% |
| YTD | +2.8% | +28.9% | -26.1% | -4.9% |
| 1Y | -14.4% | +13.7% | -28.1% | -18.0% |
| 3Y | +52.2% | +232.6% | -180.4% | +1.1% |
| 5Y | +154.3% | +185.9% | -31.6% | +72.1% |
| 10Y | +545.9% | +998.6% | -452.7% | +174.9% |
| All | +10,701.6% | +34,818.5% | -24,116.9% | +2,177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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