+331.5%
CDW vs THC
+1,758.3%
-1,426.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +13.1% | +8.8% | +4.2% | +11.4% |
| 30D | +19.1% | +10.0% | +9.1% | +17.1% |
| 3M | +24.7% | +11.7% | +13.1% | +22.1% |
| 6M | +63.4% | +52.5% | +10.9% | +49.4% |
| YTD | +26.3% | +46.1% | -19.8% | +15.2% |
| 1Y | +20.6% | +49.1% | -28.5% | +9.3% |
| 3Y | -16.3% | +439.6% | -456.0% | -43.4% |
| 5Y | -3.9% | +263.2% | -267.1% | -32.2% |
| 10Y | +331.5% | +1,900.5% | -1,569.0% | +104.5% |
| All | +331.5% | +1,758.3% | -1,426.8% | +104.5% |
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