+10,029.5%
WDC vs PH
+24,008.7%
-13,979.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.1% |
| 7D | -28.0% | +2.0% | -29.9% | -28.7% |
| 30D | -34.9% | -3.7% | -31.3% | -33.4% |
| 3M | -41.6% | -14.0% | -27.5% | -36.1% |
| 6M | -45.4% | +2.1% | -47.5% | -46.3% |
| YTD | +53.3% | +5.1% | +48.2% | +48.7% |
| 1Y | +61.5% | +10.9% | +50.6% | +51.9% |
| 3Y | +712.3% | +132.9% | +579.4% | +399.6% |
| 5Y | +524.2% | +200.1% | +324.1% | +230.7% |
| 10Y | +616.5% | +783.8% | -167.3% | +107.9% |
| All | +10,029.5% | +24,008.7% | -13,979.2% | +494.5% |
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 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