+85.8%
WAT vs PHM
+64.0%
+21.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +1.3% |
| 7D | +3.4% | +2.9% | +0.5% | +2.1% |
| 30D | +9.6% | +16.5% | -6.9% | +2.6% |
| 3M | +15.5% | +0.6% | +14.8% | +14.6% |
| 6M | +33.9% | +11.6% | +22.3% | +26.4% |
| YTD | +25.2% | +12.1% | +13.1% | +17.4% |
| 1Y | +26.3% | +9.6% | +16.7% | +19.4% |
| 3Y | +85.8% | +62.3% | +23.5% | +46.3% |
| All | +85.8% | +64.0% | +21.8% | +46.3% |
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