+583.2%
WDC vs PHM
+160.8%
+422.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | +16.3% | -6.1% | +22.4% | +18.8% |
| 30D | -18.3% | +13.7% | -32.0% | -22.7% |
| 3M | -31.4% | -1.5% | -29.9% | -31.8% |
| 6M | -36.3% | +11.3% | -47.5% | -40.6% |
| YTD | +80.8% | +8.9% | +71.9% | +69.3% |
| 1Y | +87.7% | +6.1% | +81.6% | +77.1% |
| 3Y | +819.4% | +57.7% | +761.8% | +581.0% |
| 5Y | +583.2% | +159.0% | +424.2% | +257.0% |
| All | +583.2% | +160.8% | +422.4% | +257.0% |
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