+57.3%
PHM vs WST
-15.4%
+72.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -6.4% | -3.1% | -3.3% | -6.0% |
| 3M | +5.5% | +7.2% | -1.7% | +4.3% |
| 6M | -5.4% | +36.8% | -42.3% | -10.0% |
| YTD | +6.6% | +23.8% | -17.3% | +2.7% |
| 1Y | -8.8% | +37.8% | -46.6% | -13.4% |
| All | +57.3% | -15.4% | +72.7% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling