+17,845.4%
WDC vs PHM
+11,456.8%
+6,388.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | -10.0% | -6.4% | -3.5% | -8.1% |
| 3M | -18.8% | +5.5% | -24.2% | -21.2% |
| 6M | +79.0% | -5.4% | +84.5% | +80.2% |
| YTD | +171.6% | +6.6% | +165.0% | +161.9% |
| 1Y | +417.4% | -8.8% | +426.2% | +423.4% |
| 3Y | +1,251.8% | +54.1% | +1,197.7% | +1,014.2% |
| 5Y | +911.7% | +144.5% | +767.2% | +602.5% |
| 10Y | +1,399.6% | +569.4% | +830.2% | +619.5% |
| All | +17,845.4% | +11,456.8% | +6,388.6% | +3,023.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling