+1,359.3%
WDC vs PH
+141.1%
+1,218.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | +6.0% | +0.4% | +5.6% | +5.6% |
| 30D | +9.9% | -10.8% | +20.7% | +19.7% |
| 3M | -9.4% | +8.5% | -17.9% | -15.8% |
| 6M | +94.7% | +3.9% | +90.7% | +86.0% |
| YTD | +177.3% | +9.4% | +167.9% | +155.5% |
| 1Y | +412.4% | +26.8% | +385.6% | +322.6% |
| 3Y | +1,359.3% | +140.8% | +1,218.5% | +792.5% |
| All | +1,359.3% | +141.1% | +1,218.2% | +792.5% |
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 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