+11.4%
WBD vs PH
+820.2%
-808.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 7D | -0.7% | -1.3% | +0.5% | -0.1% |
| 30D | +1.4% | -11.0% | +12.4% | +7.6% |
| 3M | +4.4% | +5.5% | -1.1% | +0.8% |
| 6M | +0.8% | +1.5% | -0.6% | -1.5% |
| YTD | -2.7% | +8.8% | -11.5% | -8.8% |
| 1Y | +73.4% | +24.5% | +48.9% | +50.3% |
| 3Y | +142.1% | +141.2% | +1.0% | +46.1% |
| 5Y | +7.2% | +256.3% | -249.1% | -47.3% |
| All | +11.4% | +820.2% | -808.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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