+7.8%
WBD vs PH
+243.6%
-235.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | -0.6% | -3.1% | +2.5% | +1.4% |
| 30D | +4.2% | -11.8% | +16.0% | +12.4% |
| 3M | +7.5% | +6.9% | +0.6% | +2.0% |
| 6M | +1.6% | -1.3% | +2.9% | +0.4% |
| YTD | -2.2% | +7.0% | -9.1% | -9.0% |
| 1Y | +124.9% | +23.1% | +101.8% | +88.6% |
| 3Y | +149.1% | +135.4% | +13.7% | +28.4% |
| 5Y | +7.8% | +250.3% | -242.5% | -60.3% |
| All | +7.8% | +243.6% | -235.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling