+67.6%
PHM vs WST
+16.9%
+50.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.2% |
| 7D | +6.2% | -3.1% | +9.3% | +6.7% |
| 30D | +17.9% | +9.1% | +8.9% | +16.4% |
| 3M | +2.5% | +14.7% | -12.2% | +0.4% |
| 6M | +10.8% | +28.0% | -17.2% | +6.7% |
| YTD | +13.7% | +45.6% | -31.9% | +7.1% |
| 1Y | +12.4% | +45.7% | -33.3% | +5.8% |
| All | +67.6% | +16.9% | +50.6% | +45.2% |
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