+111.5%
WDAY vs PHM
+557.7%
-446.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -10.5% | -6.4% | -4.2% | -8.6% |
| 30D | +2.1% | -12.1% | +14.2% | +6.5% |
| 3M | +34.6% | -1.5% | +36.2% | +35.1% |
| 6M | +29.9% | -6.0% | +35.9% | +31.0% |
| YTD | -13.8% | -0.3% | -13.5% | -15.4% |
| 1Y | -18.3% | -13.3% | -4.9% | -16.1% |
| 3Y | -26.2% | +47.6% | -73.7% | -40.3% |
| 5Y | -30.8% | +154.7% | -185.5% | -55.6% |
| All | +111.5% | +557.7% | -446.2% | -4.4% |
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