+1,228.2%
WDC vs PHM
+557.7%
+670.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.5% |
| 7D | +4.4% | -6.4% | +10.8% | +7.4% |
| 30D | +5.3% | -12.1% | +17.4% | +11.0% |
| 3M | -5.9% | -1.5% | -4.4% | -7.0% |
| 6M | +73.2% | -6.0% | +79.3% | +74.6% |
| YTD | +167.8% | -0.3% | +168.1% | +161.8% |
| 1Y | +386.0% | -13.3% | +399.3% | +403.0% |
| 3Y | +1,309.7% | +47.6% | +1,262.1% | +982.6% |
| 5Y | +957.1% | +154.7% | +802.4% | +497.1% |
| All | +1,228.2% | +557.7% | +670.5% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling