+8,627.7%
WFC vs PHM
+11,456.8%
-2,829.1%
-79.0%
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% | +0.8% |
| 7D | +3.8% | -3.2% | +7.0% | +4.9% |
| 30D | +1.5% | -6.4% | +7.9% | +3.6% |
| 3M | +10.9% | +5.5% | +5.4% | +8.2% |
| 6M | +8.4% | -5.4% | +13.9% | +9.4% |
| YTD | -1.9% | +6.6% | -8.5% | -5.2% |
| 1Y | +12.3% | -8.8% | +21.2% | +13.8% |
| 3Y | +132.3% | +54.1% | +78.2% | +90.9% |
| 5Y | +130.1% | +144.5% | -14.4% | +56.0% |
| 10Y | +134.4% | +569.4% | -435.0% | +5.0% |
| All | +8,627.7% | +11,456.8% | -2,829.1% | +1,336.2% |
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