+319.5%
CDW vs THC
+1,325.8%
-1,006.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.5% |
| 7D | +9.3% | +7.5% | +1.8% | +8.0% |
| 30D | +15.8% | +9.6% | +6.2% | +13.9% |
| 3M | +21.8% | +10.3% | +11.5% | +19.5% |
| 6M | +58.8% | +51.8% | +7.0% | +45.3% |
| YTD | +22.8% | +45.4% | -22.7% | +12.1% |
| 1Y | +17.9% | +40.8% | -22.9% | +8.1% |
| 3Y | -17.4% | +448.8% | -466.2% | -44.3% |
| 5Y | -5.7% | +263.4% | -269.1% | -33.5% |
| 10Y | +319.5% | +1,800.1% | -1,480.6% | +102.1% |
| All | +319.5% | +1,325.8% | -1,006.3% | +102.1% |
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