+14.7%
WMB vs PHM
+8.8%
+5.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.1% |
| 7D | -6.9% | +2.9% | -9.8% | -6.5% |
| 30D | -7.2% | +16.5% | -23.7% | -6.0% |
| 3M | -5.4% | +0.6% | -6.1% | -4.8% |
| 6M | -4.9% | +11.6% | -16.5% | -4.0% |
| YTD | +14.7% | +12.1% | +2.6% | +14.7% |
| All | +14.7% | +8.8% | +5.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling