+336.4%
WM vs PH
+759.6%
-423.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.8% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | +13.1% | -3.7% | +16.7% | +13.8% |
| 3M | +3.6% | -14.0% | +17.7% | +7.1% |
| 6M | +8.1% | +2.1% | +6.0% | +6.7% |
| YTD | +8.9% | +5.1% | +3.8% | +6.2% |
| 1Y | +20.3% | +10.9% | +9.4% | +15.6% |
| 3Y | +46.2% | +132.9% | -86.8% | +11.5% |
| 5Y | +59.9% | +200.1% | -140.2% | +10.2% |
| All | +336.4% | +759.6% | -423.1% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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