+683.0%
PHM vs WST
+446.4%
+236.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | +2.9% | +1.4% | +1.6% | +2.5% |
| 30D | +16.5% | +12.7% | +3.8% | +12.5% |
| 3M | +0.6% | +17.2% | -16.5% | -4.0% |
| 6M | +11.6% | +26.7% | -15.1% | +3.8% |
| YTD | +12.1% | +50.3% | -38.2% | -1.3% |
| 1Y | +9.6% | +50.2% | -40.6% | -3.5% |
| 3Y | +62.3% | +21.7% | +40.6% | +40.0% |
| 5Y | +170.4% | +2.0% | +168.4% | +141.1% |
| 10Y | +683.0% | +451.1% | +231.9% | +258.7% |
| All | +683.0% | +446.4% | +236.6% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling