+18,665.9%
WELL vs PHM
+11,456.8%
+7,209.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | -0.1% | -6.4% | +6.4% | +1.3% |
| 3M | +18.0% | +5.5% | +12.5% | +16.2% |
| 6M | +15.0% | -5.4% | +20.4% | +15.7% |
| YTD | +28.6% | +6.6% | +22.0% | +25.6% |
| 1Y | +42.9% | -8.8% | +51.8% | +44.2% |
| 3Y | +203.0% | +54.1% | +148.9% | +164.6% |
| 5Y | +206.9% | +144.5% | +62.4% | +135.8% |
| 10Y | +339.5% | +569.4% | -229.9% | +167.6% |
| All | +18,665.9% | +11,456.8% | +7,209.1% | +7,423.0% |
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