+17,845.4%
WDC vs PH
+25,185.5%
-7,340.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +1.7% | -3.1% | +4.8% | +3.6% |
| 30D | -10.0% | -3.2% | -6.7% | -9.1% |
| 3M | -18.8% | +10.6% | -29.3% | -23.9% |
| 6M | +79.0% | -2.1% | +81.2% | +80.3% |
| YTD | +171.6% | +10.2% | +161.4% | +155.8% |
| 1Y | +417.4% | +28.2% | +389.2% | +345.8% |
| 3Y | +1,251.8% | +134.9% | +1,116.9% | +719.7% |
| 5Y | +911.7% | +253.6% | +658.1% | +386.2% |
| 10Y | +1,399.6% | +804.7% | +594.9% | +327.7% |
| All | +17,845.4% | +25,185.5% | -7,340.1% | +922.7% |
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