+62.1%
WM vs PHM
+160.8%
-98.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | +1.2% | -6.1% | +7.3% | +1.9% |
| 30D | +15.2% | +13.7% | +1.5% | +13.6% |
| 3M | +8.3% | -1.5% | +9.9% | +8.3% |
| 6M | +13.1% | +11.3% | +1.9% | +11.6% |
| YTD | +12.5% | +8.9% | +3.6% | +11.0% |
| 1Y | +21.8% | +6.1% | +15.7% | +20.4% |
| 3Y | +48.8% | +57.7% | -8.9% | +38.1% |
| 5Y | +62.1% | +159.0% | -96.9% | +34.0% |
| All | +62.1% | +160.8% | -98.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling