+4,464.3%
WEC vs PHM
+11,720.3%
-7,256.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.3% | -4.1% | +6.5% | +2.8% |
| 30D | +11.1% | +16.1% | -5.1% | +9.4% |
| 3M | +8.4% | -2.5% | +10.9% | +8.6% |
| 6M | +7.5% | +12.9% | -5.4% | +5.9% |
| YTD | +15.3% | +9.0% | +6.3% | +13.9% |
| 1Y | +9.7% | +8.2% | +1.6% | +8.3% |
| 3Y | +64.7% | +58.4% | +6.2% | +54.9% |
| 5Y | +57.3% | +159.2% | -101.9% | +39.2% |
| 10Y | +195.9% | +676.9% | -481.0% | +129.7% |
| All | +4,464.3% | +11,720.3% | -7,256.0% | +2,510.1% |
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