+1,394.6%
WDC vs PHM
+50.2%
+1,344.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | +7.5% | -3.9% | +11.3% | +8.5% |
| 30D | +10.1% | -8.6% | +18.6% | +12.5% |
| 3M | -6.8% | -2.9% | -3.9% | -7.4% |
| 6M | +84.1% | -5.7% | +89.8% | +84.3% |
| YTD | +180.3% | +1.9% | +178.4% | +173.0% |
| 1Y | +411.1% | -12.3% | +423.4% | +420.6% |
| All | +1,394.6% | +50.2% | +1,344.4% | +1,171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling