+57.1%
GWW vs THC
+46.1%
+11.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.6% | -3.0% | +5.8% |
| 7D | +11.1% | +8.8% | +2.2% | +10.4% |
| 30D | +15.7% | +12.6% | +3.1% | +14.8% |
| 3M | +14.8% | +15.4% | -0.6% | +13.8% |
| 6M | +30.9% | +57.7% | -26.8% | +28.2% |
| YTD | +48.5% | +47.1% | +1.4% | +46.1% |
| 1Y | +57.1% | +40.7% | +16.4% | +54.3% |
| All | +57.1% | +46.1% | +11.0% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling