+313.2%
WMB vs PHM
+545.0%
-231.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | -3.9% | +3.8% | +1.0% |
| 30D | +4.6% | -8.6% | +13.1% | +6.8% |
| 3M | +5.7% | -2.9% | +8.7% | +5.8% |
| 6M | +4.2% | -5.7% | +9.9% | +4.6% |
| YTD | +26.8% | +1.9% | +25.0% | +24.1% |
| 1Y | +34.7% | -12.3% | +47.0% | +36.9% |
| 3Y | +146.8% | +50.8% | +96.0% | +104.3% |
| 5Y | +285.0% | +157.3% | +127.7% | +155.1% |
| 10Y | +313.2% | +566.5% | -253.4% | +100.0% |
| All | +313.2% | +545.0% | -231.8% | +100.0% |
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