+815.8%
WDC vs PHM
+59.1%
+756.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +16.3% | -6.1% | +22.4% | +17.8% |
| 30D | -18.3% | +13.7% | -32.0% | -21.1% |
| 3M | -31.4% | -1.5% | -29.9% | -31.4% |
| 6M | -36.3% | +11.3% | -47.5% | -39.5% |
| YTD | +80.8% | +8.9% | +71.9% | +72.4% |
| 1Y | +87.7% | +6.1% | +81.6% | +80.1% |
| All | +815.8% | +59.1% | +756.7% | +644.4% |
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