-5.1%
WAT vs PHM
+152.9%
-158.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | -0.7% | -2.5% | +1.8% | +0.3% |
| 30D | -1.0% | -9.7% | +8.7% | +3.1% |
| 3M | +10.9% | +2.2% | +8.7% | +9.3% |
| 6M | +33.2% | -5.7% | +38.9% | +35.2% |
| YTD | +6.1% | +2.8% | +3.2% | +3.7% |
| 1Y | +30.2% | -14.4% | +44.7% | +37.0% |
| 3Y | +52.9% | +52.2% | +0.7% | +23.3% |
| 5Y | -5.1% | +154.3% | -159.4% | -41.6% |
| All | -5.1% | +152.9% | -158.0% | -41.6% |
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