+4,422.7%
WEC vs PHM
+11,710.1%
-7,287.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -0.7% | -6.1% | +5.4% | -0.1% |
| 30D | +11.0% | +13.7% | -2.8% | +9.5% |
| 3M | +8.6% | -1.5% | +10.1% | +8.7% |
| 6M | +6.2% | +11.3% | -5.1% | +4.8% |
| YTD | +14.3% | +8.9% | +5.4% | +12.8% |
| 1Y | +8.4% | +6.1% | +2.3% | +7.2% |
| 3Y | +62.9% | +57.7% | +5.2% | +53.3% |
| 5Y | +55.8% | +159.0% | -103.1% | +38.0% |
| 10Y | +193.2% | +676.2% | -483.0% | +127.6% |
| All | +4,422.7% | +11,710.1% | -7,287.4% | +2,486.5% |
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 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