+281.4%
WMB vs PHM
+670.5%
-389.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | -4.1% | +12.0% | +8.9% |
| 30D | -5.1% | +16.1% | -21.2% | -9.1% |
| 3M | -4.7% | -2.5% | -2.2% | -4.8% |
| 6M | -7.4% | +12.9% | -20.3% | -11.6% |
| YTD | +17.5% | +9.0% | +8.5% | +12.3% |
| 1Y | +19.5% | +8.2% | +11.3% | +14.3% |
| 3Y | +121.3% | +58.4% | +62.8% | +80.5% |
| 5Y | +200.5% | +159.2% | +41.3% | +99.3% |
| All | +281.4% | +670.5% | -389.2% | +86.5% |
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