+63.3%
WM vs PH
+187.9%
-124.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.4% |
| 7D | +4.5% | -3.9% | +8.4% | +5.0% |
| 30D | +16.1% | -9.4% | +25.5% | +17.4% |
| 3M | +8.0% | -10.3% | +18.3% | +9.4% |
| 6M | +8.4% | +2.7% | +5.7% | +7.5% |
| YTD | +11.2% | +2.1% | +9.1% | +9.9% |
| 1Y | +22.3% | +16.2% | +6.1% | +18.1% |
| 3Y | +50.2% | +129.3% | -79.0% | +24.4% |
| 5Y | +63.3% | +191.7% | -128.5% | +23.4% |
| All | +63.3% | +187.9% | -124.6% | +23.4% |
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