+59.7%
WM vs PH
+197.3%
-137.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.9% |
| 30D | +13.1% | -3.7% | +16.7% | +13.4% |
| 3M | +3.6% | -14.0% | +17.7% | +5.6% |
| 6M | +8.1% | +2.1% | +6.0% | +7.3% |
| YTD | +8.9% | +5.1% | +3.8% | +7.2% |
| 1Y | +20.3% | +10.9% | +9.4% | +17.3% |
| 3Y | +46.2% | +132.9% | -86.8% | +20.9% |
| All | +59.7% | +197.3% | -137.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling