+4,092.2%
WAB vs PHM
+4,348.4%
-256.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | -3.2% | 0.0% | -2.2% |
| 30D | -4.4% | -6.4% | +2.0% | -2.6% |
| 3M | +7.9% | +5.5% | +2.4% | +5.8% |
| 6M | +8.7% | -5.4% | +14.2% | +10.1% |
| YTD | +33.0% | +6.6% | +26.4% | +29.7% |
| 1Y | +46.7% | -8.8% | +55.5% | +49.5% |
| 3Y | +153.0% | +54.1% | +98.9% | +114.9% |
| 5Y | +222.3% | +144.5% | +77.8% | +132.6% |
| 10Y | +291.0% | +569.4% | -278.4% | +98.0% |
| All | +4,092.2% | +4,348.4% | -256.2% | +1,073.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling