-25.0%
CDW vs THC
+238.5%
-263.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.2% | -0.7% | +3.8% | +3.2% |
| 30D | +9.3% | +1.3% | +8.0% | +9.1% |
| 3M | +9.8% | +64.2% | -54.5% | +4.0% |
| 6M | +23.3% | +8.3% | +15.1% | +23.0% |
| YTD | +13.7% | +33.4% | -19.7% | +9.5% |
| 1Y | -6.5% | +37.7% | -44.2% | -10.7% |
| All | -25.0% | +238.5% | -263.5% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling