+111.7%
WFC vs PHM
+669.9%
-558.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +1.7% | -6.1% | +7.8% | +3.7% |
| 30D | +6.8% | +13.7% | -6.9% | +2.4% |
| 3M | -3.0% | -1.5% | -1.5% | -2.9% |
| 6M | +15.4% | +11.3% | +4.1% | +10.4% |
| YTD | -5.9% | +8.9% | -14.8% | -10.0% |
| 1Y | +1.7% | +6.1% | -4.4% | -2.1% |
| 3Y | +124.9% | +57.7% | +67.2% | +82.7% |
| 5Y | +90.5% | +159.0% | -68.5% | +24.5% |
| All | +111.7% | +669.9% | -558.2% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling