+512.7%
WPM vs PHM
+557.7%
-45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | -3.6% | -6.4% | +2.7% | -2.4% |
| 30D | +12.5% | -12.1% | +24.6% | +15.3% |
| 3M | +40.6% | -1.5% | +42.2% | +40.9% |
| 6M | +0.5% | -6.0% | +6.6% | +1.6% |
| YTD | +29.0% | -0.3% | +29.3% | +28.9% |
| 1Y | +43.8% | -13.3% | +57.2% | +47.0% |
| 3Y | +266.3% | +47.6% | +218.7% | +233.7% |
| 5Y | +255.1% | +154.7% | +100.4% | +187.7% |
| All | +512.7% | +557.7% | -45.0% | +351.8% |
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