+712.3%
WDC vs PH
+135.3%
+577.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.8% |
| 7D | -28.0% | +2.0% | -29.9% | -29.0% |
| 30D | -34.9% | -3.7% | -31.3% | -32.8% |
| 3M | -41.6% | -14.0% | -27.5% | -34.0% |
| 6M | -45.4% | +2.1% | -47.5% | -47.1% |
| YTD | +53.3% | +5.1% | +48.2% | +44.8% |
| 1Y | +61.5% | +10.9% | +50.6% | +46.1% |
| 3Y | +712.3% | +132.9% | +579.4% | +342.0% |
| All | +712.3% | +135.3% | +577.0% | +342.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling