+11.4%
WBD vs PHM
+568.1%
-556.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -0.7% | -5.0% | +4.2% | +1.1% |
| 30D | +1.4% | -8.4% | +9.8% | +4.7% |
| 3M | +4.4% | -4.4% | +8.8% | +5.4% |
| 6M | +0.8% | -3.7% | +4.6% | +0.8% |
| YTD | -2.7% | +1.3% | -4.0% | -5.2% |
| 1Y | +73.4% | -14.0% | +87.4% | +79.3% |
| 3Y | +142.1% | +48.1% | +94.0% | +99.2% |
| 5Y | +7.2% | +158.8% | -151.6% | -29.7% |
| All | +11.4% | +568.1% | -556.8% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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