+11,845.0%
PHM vs WST
+14,518.0%
-2,673.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.7% |
| 7D | +6.2% | -3.1% | +9.3% | +7.5% |
| 30D | +17.9% | +9.1% | +8.9% | +13.9% |
| 3M | +2.5% | +14.7% | -12.2% | -3.1% |
| 6M | +10.8% | +28.0% | -17.2% | -0.2% |
| YTD | +13.7% | +45.6% | -31.9% | -3.5% |
| 1Y | +12.4% | +45.7% | -33.3% | -4.7% |
| 3Y | +65.6% | +21.1% | +44.6% | +34.2% |
| 5Y | +175.3% | +0.3% | +175.0% | +135.0% |
| 10Y | +713.9% | +449.0% | +264.9% | +199.5% |
| All | +11,845.0% | +14,518.0% | -2,673.0% | +1,231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling