+293.0%
CDW vs THC
+1,421.6%
-1,128.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.1% | +3.7% | -1.6% | +1.5% |
| 30D | +14.7% | +9.0% | +5.7% | +13.0% |
| 3M | +11.1% | +10.4% | +0.7% | +9.0% |
| 6M | +45.6% | +45.7% | -0.1% | +34.6% |
| YTD | +17.1% | +42.6% | -25.5% | +7.5% |
| 1Y | +13.2% | +38.8% | -25.6% | +4.2% |
| 3Y | -22.2% | +418.8% | -441.0% | -46.5% |
| 5Y | -10.1% | +275.7% | -285.8% | -36.5% |
| All | +293.0% | +1,421.6% | -1,128.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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