+5,928.6%
WPM vs PHM
+252.9%
+5,675.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | +26.4% | -6.4% | +32.8% | +28.2% |
| 3M | +20.8% | +5.5% | +15.3% | +19.2% |
| 6M | +1.1% | -5.4% | +6.6% | +2.2% |
| YTD | +32.5% | +6.6% | +25.9% | +30.3% |
| 1Y | +51.5% | -8.8% | +60.4% | +53.7% |
| 3Y | +267.0% | +54.1% | +212.9% | +225.7% |
| 5Y | +250.1% | +144.5% | +105.7% | +175.6% |
| 10Y | +540.4% | +569.4% | -29.1% | +277.6% |
| All | +5,928.6% | +252.9% | +5,675.7% | +3,301.4% |
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