+1,309.1%
WDC vs PH
+795.7%
+513.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +10.1% | -10.3% | +20.3% | +19.4% |
| 3M | -6.8% | +5.1% | -11.9% | -11.0% |
| 6M | +84.1% | +2.3% | +81.8% | +78.7% |
| YTD | +180.3% | +8.7% | +171.6% | +160.7% |
| 1Y | +411.1% | +26.8% | +384.3% | +322.1% |
| 3Y | +1,375.0% | +139.2% | +1,235.8% | +644.9% |
| 5Y | +991.6% | +251.1% | +740.5% | +306.3% |
| 10Y | +1,309.1% | +812.6% | +496.5% | +176.1% |
| All | +1,309.1% | +795.7% | +513.4% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling