+266.3%
WPM vs PHM
+152.6%
+113.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.9% | -3.9% | +7.7% | +4.8% |
| 30D | +17.7% | -8.6% | +26.2% | +20.2% |
| 3M | +39.4% | -2.9% | +42.4% | +40.2% |
| 6M | +6.4% | -5.7% | +12.1% | +7.5% |
| YTD | +34.0% | +1.9% | +32.1% | +33.1% |
| 1Y | +50.5% | -12.3% | +62.8% | +53.9% |
| 3Y | +280.3% | +50.8% | +229.5% | +232.6% |
| 5Y | +266.3% | +157.3% | +109.0% | +165.6% |
| All | +266.3% | +152.6% | +113.8% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling