+12,353.6%
WAT vs PHM
+4,140.3%
+8,213.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | +0.7% | -4.8% | +5.5% | +1.7% |
| 30D | +9.0% | +16.5% | -7.5% | +5.2% |
| 3M | +13.5% | -2.0% | +15.5% | +13.6% |
| 6M | +35.3% | +12.7% | +22.6% | +31.2% |
| YTD | +24.0% | +11.2% | +12.8% | +20.4% |
| 1Y | +22.0% | +7.7% | +14.2% | +19.2% |
| 3Y | +84.0% | +60.9% | +23.1% | +64.3% |
| 5Y | +34.4% | +167.7% | -133.3% | +7.0% |
| 10Y | +231.4% | +692.1% | -460.7% | +104.7% |
| All | +12,353.6% | +4,140.3% | +8,213.2% | +4,800.5% |
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