+992.6%
WDC vs PH
+252.1%
+740.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.6% |
| 30D | +9.9% | -10.8% | +20.7% | +20.1% |
| 3M | -9.4% | +8.5% | -17.8% | -15.9% |
| 6M | +94.7% | +3.9% | +90.8% | +86.1% |
| YTD | +177.4% | +9.4% | +167.9% | +155.3% |
| 1Y | +412.6% | +26.8% | +385.8% | +319.6% |
| 3Y | +1,359.8% | +140.8% | +1,219.0% | +625.1% |
| 5Y | +992.6% | +253.8% | +738.8% | +286.9% |
| All | +992.6% | +252.1% | +740.5% | +286.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling