+306.4%
WM vs PHM
+572.0%
-265.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -2.4% | -6.4% | +4.1% | -1.3% |
| 3M | +0.4% | +5.5% | -5.1% | -0.7% |
| 6M | -9.5% | -5.4% | -4.0% | -9.0% |
| YTD | +0.5% | +6.6% | -6.1% | -1.3% |
| 1Y | -1.1% | -8.8% | +7.8% | -0.3% |
| 3Y | +46.0% | +54.1% | -8.1% | +29.9% |
| 5Y | +51.8% | +144.5% | -92.7% | +19.1% |
| All | +306.4% | +572.0% | -265.5% | +155.0% |
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