+336.3%
WBD vs PH
+3,270.6%
-2,934.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +712.3% | -695.2% | -7.3% |
| 7D | +17.1% | +712.3% | -695.2% | -7.3% |
| 30D | +17.1% | +712.3% | -695.2% | -7.3% |
| 3M | +17.1% | +712.3% | -695.2% | -7.3% |
| 6M | +17.1% | +712.3% | -695.2% | -7.3% |
| YTD | +17.1% | +712.3% | -695.2% | -7.3% |
| 1Y | +17.1% | +712.3% | -695.2% | -7.3% |
| 3Y | +17.1% | +712.3% | -695.2% | -7.3% |
| 5Y | +17.1% | +712.3% | -695.2% | -7.3% |
| 10Y | +11.8% | +789.0% | -777.2% | -15.6% |
| All | +336.3% | +3,270.6% | -2,934.4% | +63.4% |
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