+411.1%
WDC vs PH
+26.6%
+384.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +10.1% | -10.3% | +20.3% | +19.3% |
| 3M | -6.8% | +5.1% | -11.9% | -12.4% |
| 6M | +84.1% | +2.3% | +81.8% | +75.0% |
| YTD | +180.3% | +8.7% | +171.6% | +152.2% |
| 1Y | +411.1% | +26.8% | +384.3% | +329.5% |
| All | +411.1% | +26.6% | +384.5% | +329.5% |
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