+217.7%
WAB vs PHM
+160.8%
+56.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +7.9% | -6.1% | +14.0% | +10.2% |
| 30D | +4.9% | +13.7% | -8.8% | -0.1% |
| 3M | +1.8% | -1.5% | +3.3% | +1.7% |
| 6M | +12.0% | +11.3% | +0.7% | +6.8% |
| YTD | +41.3% | +8.9% | +32.4% | +35.3% |
| 1Y | +43.8% | +6.1% | +37.7% | +38.9% |
| 3Y | +171.1% | +57.7% | +113.4% | +117.8% |
| 5Y | +217.7% | +159.0% | +58.8% | +94.9% |
| All | +217.7% | +160.8% | +56.9% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling