+148.4%
WBD vs PH
+141.1%
+7.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -10.8% | +15.8% | +11.5% |
| 3M | +6.2% | +8.5% | -2.2% | +0.6% |
| 6M | +0.6% | +3.9% | -3.3% | -3.2% |
| YTD | -2.4% | +9.4% | -11.8% | -9.8% |
| 1Y | +127.7% | +26.8% | +100.9% | +89.9% |
| 3Y | +148.4% | +140.8% | +7.6% | +27.9% |
| All | +148.4% | +141.1% | +7.3% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling