+545.9%
PHM vs WST
+321.8%
+224.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -9.7% | -4.6% | -5.0% | -8.4% |
| 3M | +2.2% | +5.7% | -3.5% | +0.4% |
| 6M | -5.7% | +37.6% | -43.2% | -14.5% |
| YTD | +2.8% | +23.0% | -20.2% | -3.9% |
| 1Y | -14.4% | +33.8% | -48.3% | -22.3% |
| 3Y | +52.2% | -13.4% | +65.6% | +47.2% |
| 5Y | +154.3% | -27.0% | +181.2% | +151.7% |
| 10Y | +545.9% | +324.5% | +221.3% | +239.8% |
| All | +545.9% | +321.8% | +224.0% | +239.8% |
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