+417.4%
WDC vs PH
+30.5%
+386.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +1.7% | -3.1% | +4.8% | +4.1% |
| 30D | -10.0% | -3.2% | -6.7% | -8.9% |
| 3M | -18.8% | +10.6% | -29.3% | -26.8% |
| 6M | +79.0% | -2.1% | +81.2% | +78.1% |
| YTD | +171.6% | +10.2% | +161.4% | +142.1% |
| 1Y | +417.4% | +28.2% | +389.2% | +333.3% |
| All | +417.4% | +30.5% | +386.9% | +333.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling