+29,154.7%
WM vs PH
+23,338.9%
+5,815.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.7% |
| 7D | +4.5% | -3.9% | +8.4% | +5.5% |
| 30D | +16.1% | -9.4% | +25.5% | +18.7% |
| 3M | +8.0% | -10.3% | +18.3% | +10.6% |
| 6M | +8.4% | +2.7% | +5.7% | +6.8% |
| YTD | +11.2% | +2.1% | +9.1% | +9.2% |
| 1Y | +22.3% | +16.2% | +6.1% | +15.8% |
| 3Y | +50.2% | +129.3% | -79.0% | +15.9% |
| 5Y | +63.3% | +191.7% | -128.5% | +15.4% |
| 10Y | +355.0% | +759.2% | -404.2% | +127.1% |
| All | +29,154.7% | +23,338.9% | +5,815.8% | +7,381.5% |
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