+49.3%
WM vs PH
+128.8%
-79.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.3% |
| 7D | +4.5% | -3.9% | +8.4% | +4.7% |
| 30D | +16.1% | -9.4% | +25.5% | +16.7% |
| 3M | +8.0% | -10.3% | +18.3% | +8.7% |
| 6M | +8.4% | +2.7% | +5.7% | +7.8% |
| YTD | +11.2% | +2.1% | +9.1% | +10.3% |
| 1Y | +22.3% | +16.2% | +6.1% | +19.5% |
| All | +49.3% | +128.8% | -79.5% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling