+11,005.7%
WDC vs PH
+25,253.3%
-14,247.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -16.7% | +2.1% | -18.9% | -17.5% |
| 30D | -27.2% | +0.3% | -27.5% | -27.1% |
| 3M | -34.0% | -8.8% | -25.2% | -30.2% |
| 6M | -39.7% | +10.0% | -49.8% | -43.3% |
| YTD | +68.1% | +10.5% | +57.6% | +58.5% |
| 1Y | +66.3% | +15.5% | +50.8% | +52.9% |
| 3Y | +754.4% | +136.4% | +618.1% | +421.4% |
| 5Y | +595.8% | +213.6% | +382.2% | +259.6% |
| 10Y | +660.4% | +713.9% | -53.5% | +130.0% |
| All | +11,005.7% | +25,253.3% | -14,247.6% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling