+3,978.4%
WEC vs PHM
+11,456.8%
-7,478.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -1.3% | -6.4% | +5.1% | -0.7% |
| 3M | -3.9% | +5.5% | -9.4% | -4.6% |
| 6M | -8.3% | -5.4% | -2.9% | -8.0% |
| YTD | +3.1% | +6.6% | -3.5% | +2.0% |
| 1Y | +1.9% | -8.8% | +10.8% | +2.4% |
| 3Y | +41.9% | +54.1% | -12.2% | +33.9% |
| 5Y | +30.8% | +144.5% | -113.7% | +16.4% |
| 10Y | +141.9% | +569.4% | -427.5% | +90.4% |
| All | +3,978.4% | +11,456.8% | -7,478.3% | +2,239.3% |
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