+228.3%
WAT vs PHM
+670.5%
-442.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.6% | -4.1% | +4.7% | +1.9% |
| 30D | +5.4% | +16.1% | -10.7% | +0.1% |
| 3M | +11.3% | -2.5% | +13.8% | +11.6% |
| 6M | +37.4% | +12.9% | +24.5% | +31.0% |
| YTD | +21.2% | +9.0% | +12.2% | +16.5% |
| 1Y | +21.3% | +8.2% | +13.2% | +16.9% |
| 3Y | +83.4% | +58.4% | +24.9% | +55.2% |
| 5Y | +29.0% | +159.2% | -130.2% | -7.7% |
| All | +228.3% | +670.5% | -442.2% | +90.8% |
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