+261.5%
WAB vs PHM
+670.5%
-409.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.1% | -4.1% | +9.2% | +6.6% |
| 30D | +4.0% | +16.1% | -12.1% | -1.9% |
| 3M | +0.1% | -2.5% | +2.6% | +0.3% |
| 6M | +12.8% | +12.9% | -0.1% | +6.8% |
| YTD | +40.1% | +9.0% | +31.1% | +33.9% |
| 1Y | +46.4% | +8.2% | +38.2% | +40.2% |
| 3Y | +167.4% | +58.4% | +108.9% | +115.0% |
| 5Y | +215.0% | +159.2% | +55.9% | +103.2% |
| All | +261.5% | +670.5% | -409.1% | +65.7% |
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