+4,843.0%
WMB vs PHM
+12,545.8%
-7,702.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.1% |
| 7D | -6.7% | +3.5% | -10.2% | -7.7% |
| 30D | -8.6% | +21.2% | -29.8% | -13.3% |
| 3M | -4.9% | +2.5% | -7.4% | -6.2% |
| 6M | -6.3% | +16.1% | -22.4% | -11.0% |
| YTD | +13.0% | +16.6% | -3.6% | +6.4% |
| 1Y | +14.9% | +14.4% | +0.5% | +8.6% |
| 3Y | +113.4% | +71.9% | +41.5% | +75.6% |
| 5Y | +190.2% | +174.3% | +15.8% | +104.3% |
| 10Y | +259.9% | +744.0% | -484.1% | +79.9% |
| All | +4,843.0% | +12,545.8% | -7,702.8% | +1,284.4% |
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