+330.3%
WM vs PHM
+670.5%
-340.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.9% |
| 30D | +13.0% | +16.1% | -3.1% | +10.1% |
| 3M | +9.2% | -2.5% | +11.7% | +9.5% |
| 6M | +13.6% | +12.9% | +0.7% | +10.8% |
| YTD | +12.4% | +9.0% | +3.4% | +9.8% |
| 1Y | +21.2% | +8.2% | +13.0% | +18.5% |
| 3Y | +48.7% | +58.4% | -9.8% | +31.7% |
| 5Y | +61.9% | +159.2% | -97.3% | +25.6% |
| All | +330.3% | +670.5% | -340.2% | +167.5% |
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