+292.2%
WAB vs PHM
+568.1%
-275.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | +0.1% | -5.0% | +5.1% | +1.9% |
| 30D | -4.1% | -8.4% | +4.4% | -1.1% |
| 3M | +8.2% | -4.4% | +12.6% | +9.4% |
| 6M | +15.4% | -3.7% | +19.1% | +16.3% |
| YTD | +33.1% | +1.3% | +31.9% | +31.4% |
| 1Y | +48.1% | -14.0% | +62.1% | +54.5% |
| 3Y | +167.7% | +48.1% | +119.6% | +121.2% |
| 5Y | +225.7% | +158.8% | +66.9% | +110.5% |
| All | +292.2% | +568.1% | -275.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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