+336.4%
WM vs PHM
+700.3%
-363.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | +1.2% | +6.2% | -5.0% | +0.1% |
| 30D | +13.1% | +17.9% | -4.9% | +9.8% |
| 3M | +3.6% | +2.5% | +1.1% | +3.0% |
| 6M | +8.1% | +10.8% | -2.7% | +5.7% |
| YTD | +8.9% | +13.7% | -4.8% | +5.6% |
| 1Y | +20.3% | +12.4% | +8.0% | +16.9% |
| 3Y | +46.2% | +65.6% | -19.5% | +28.6% |
| 5Y | +59.9% | +175.3% | -115.5% | +22.7% |
| All | +336.4% | +700.3% | -363.9% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling