+5,026.7%
WMB vs PHM
+11,952.1%
-6,925.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +1.6% | -4.8% | +6.3% | +2.8% |
| 30D | -7.1% | +16.5% | -23.6% | -11.1% |
| 3M | -4.0% | -2.0% | -2.0% | -4.3% |
| 6M | -5.7% | +12.7% | -18.4% | -9.8% |
| YTD | +17.2% | +11.2% | +6.0% | +11.7% |
| 1Y | +17.2% | +7.7% | +9.5% | +12.4% |
| 3Y | +121.1% | +60.9% | +60.2% | +84.9% |
| 5Y | +197.2% | +167.7% | +29.5% | +110.4% |
| 10Y | +280.9% | +692.1% | -411.2% | +93.4% |
| All | +5,026.7% | +11,952.1% | -6,925.3% | +1,352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling