+4,525.6%
PHM vs WWD
+15,408.5%
-10,882.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -6.4% | -7.2% | +0.7% | -3.5% |
| 3M | +5.5% | -3.8% | +9.3% | +6.6% |
| 6M | -5.4% | -9.9% | +4.5% | -2.1% |
| YTD | +6.6% | +14.8% | -8.2% | -1.4% |
| 1Y | -8.8% | +42.1% | -50.9% | -23.8% |
| 3Y | +54.1% | +170.8% | -116.7% | -6.8% |
| 5Y | +144.5% | +197.5% | -53.0% | +39.0% |
| 10Y | +569.4% | +477.8% | +91.6% | +165.3% |
| All | +4,525.6% | +15,408.5% | -10,882.9% | +729.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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