+293.4%
WBD vs PHM
+225.6%
+67.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.7% | -3.9% | +2.2% | -0.6% |
| 30D | +3.9% | -8.6% | +12.4% | +6.4% |
| 3M | +5.1% | -2.9% | +8.0% | +5.4% |
| 6M | +0.6% | -5.7% | +6.3% | +1.3% |
| YTD | -3.2% | +1.9% | -5.0% | -5.0% |
| 1Y | +127.7% | -12.3% | +140.0% | +132.7% |
| 3Y | +146.6% | +50.8% | +95.8% | +114.4% |
| 5Y | +4.2% | +157.3% | -153.1% | -22.3% |
| 10Y | +13.7% | +566.5% | -552.9% | -37.4% |
| All | +293.4% | +225.6% | +67.8% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling