+298.2%
WBD vs PH
+3,225.4%
-2,927.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.8% | -3.1% | +1.3% | -0.2% |
| 30D | +8.8% | -3.2% | +12.0% | +10.3% |
| 3M | +4.6% | +10.6% | -6.0% | -1.4% |
| 6M | +1.1% | -2.1% | +3.2% | +0.7% |
| YTD | -2.0% | +10.2% | -12.2% | -8.5% |
| 1Y | +140.0% | +28.2% | +111.8% | +106.1% |
| 3Y | +144.4% | +134.9% | +9.5% | +51.6% |
| 5Y | -0.2% | +253.6% | -253.8% | -50.0% |
| 10Y | +9.1% | +804.7% | -795.6% | -68.7% |
| All | +298.2% | +3,225.4% | -2,927.2% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling