+36.6%
WAT vs PHM
-6.9%
+43.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 30D | +2.3% | -6.4% | +8.8% | +5.0% |
| 3M | +8.7% | +5.5% | +3.2% | +5.7% |
| 6M | +28.3% | -5.4% | +33.8% | +29.5% |
| YTD | +7.8% | +6.6% | +1.2% | +4.3% |
| 1Y | +36.6% | -8.8% | +45.4% | +45.0% |
| All | +36.6% | -6.9% | +43.6% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling