+5,376.0%
WMB vs PHM
+11,456.8%
-6,080.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | +3.3% | -6.4% | +9.7% | +4.8% |
| 3M | +3.1% | +5.5% | -2.4% | +1.1% |
| 6M | -0.7% | -5.4% | +4.7% | -0.3% |
| YTD | +25.2% | +6.6% | +18.6% | +21.3% |
| 1Y | +32.9% | -8.8% | +41.7% | +33.6% |
| 3Y | +140.6% | +54.1% | +86.4% | +104.3% |
| 5Y | +273.5% | +144.5% | +129.0% | +172.0% |
| 10Y | +334.2% | +569.4% | -235.2% | +131.5% |
| All | +5,376.0% | +11,456.8% | -6,080.8% | +1,478.6% |
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