+31.2%
WEC vs PHM
+152.6%
-121.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.4% | -3.9% | +4.3% | +0.9% |
| 30D | +0.9% | -8.6% | +9.5% | +2.0% |
| 3M | -5.3% | -2.9% | -2.4% | -5.1% |
| 6M | -6.6% | -5.7% | -0.9% | -6.2% |
| YTD | +3.3% | +1.9% | +1.4% | +2.5% |
| 1Y | +2.1% | -12.3% | +14.4% | +3.2% |
| 3Y | +39.6% | +50.8% | -11.2% | +28.1% |
| 5Y | +31.2% | +157.3% | -126.1% | +6.2% |
| All | +31.2% | +152.6% | -121.4% | +6.2% |
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