+991.6%
WDC vs PHM
+152.6%
+839.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.4% |
| 7D | +7.5% | -3.9% | +11.3% | +9.0% |
| 30D | +10.1% | -8.6% | +18.6% | +13.5% |
| 3M | -6.8% | -2.9% | -3.9% | -7.3% |
| 6M | +84.1% | -5.7% | +89.8% | +85.0% |
| YTD | +180.3% | +1.9% | +178.4% | +171.4% |
| 1Y | +411.1% | -12.3% | +423.4% | +424.9% |
| 3Y | +1,375.0% | +50.8% | +1,324.2% | +1,012.1% |
| 5Y | +991.6% | +157.3% | +834.3% | +475.5% |
| All | +991.6% | +152.6% | +839.0% | +475.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling