+324.8%
WM vs PH
+725.6%
-400.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.8% | +6.9% | -6.1% | -0.9% |
| 30D | +13.8% | +1.7% | +12.1% | +13.0% |
| 3M | +6.4% | -8.1% | +14.5% | +8.2% |
| 6M | +13.2% | +11.5% | +1.7% | +9.5% |
| YTD | +10.8% | +11.4% | -0.6% | +6.5% |
| 1Y | +20.2% | +14.1% | +6.1% | +14.8% |
| 3Y | +46.5% | +138.2% | -91.8% | +11.4% |
| 5Y | +61.3% | +216.0% | -154.7% | +9.9% |
| 10Y | +324.8% | +710.0% | -385.2% | +112.9% |
| All | +324.8% | +725.6% | -400.8% | +112.9% |
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