+26,336.4%
WM vs PH
+25,185.5%
+1,150.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | -2.4% | -3.2% | +0.9% | -1.6% |
| 3M | +0.4% | +10.6% | -10.2% | -2.5% |
| 6M | -9.5% | -2.1% | -7.3% | -9.7% |
| YTD | +0.5% | +10.2% | -9.7% | -2.9% |
| 1Y | -1.1% | +28.2% | -29.3% | -8.5% |
| 3Y | +46.0% | +134.9% | -88.9% | +12.0% |
| 5Y | +51.8% | +253.6% | -201.8% | +2.1% |
| 10Y | +307.5% | +804.7% | -497.2% | +101.4% |
| All | +26,336.4% | +25,185.5% | +1,150.8% | +6,553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling