+863.2%
CDW vs THC
+480.9%
+382.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.2% | -0.7% | +3.8% | +3.3% |
| 30D | +9.3% | +1.3% | +8.0% | +8.9% |
| 3M | +9.8% | +64.2% | -54.5% | -0.2% |
| 6M | +23.3% | +8.3% | +15.1% | +20.3% |
| YTD | +13.7% | +33.4% | -19.7% | +6.0% |
| 1Y | -6.5% | +37.7% | -44.2% | -13.6% |
| 3Y | -25.2% | +236.8% | -262.0% | -43.1% |
| 5Y | -19.5% | +249.3% | -268.7% | -41.2% |
| 10Y | +285.8% | +995.2% | -709.4% | +107.8% |
| All | +863.2% | +480.9% | +382.4% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling