+169.7%
WAB vs PHM
+59.1%
+110.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +7.9% | -6.1% | +14.0% | +9.9% |
| 30D | +4.9% | +13.7% | -8.8% | +0.4% |
| 3M | +1.8% | -1.5% | +3.3% | +1.9% |
| 6M | +12.0% | +11.3% | +0.7% | +7.3% |
| YTD | +41.3% | +8.9% | +32.4% | +36.1% |
| 1Y | +43.8% | +6.1% | +37.7% | +39.6% |
| All | +169.7% | +59.1% | +110.5% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling