+657.6%
GWW vs THC
+1,879.5%
-1,222.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | 0.0% | +0.2% | -0.3% | 0.0% |
| 30D | +14.0% | +9.0% | +4.9% | +12.6% |
| 3M | +14.4% | +12.9% | +1.5% | +12.4% |
| 6M | +21.7% | +52.8% | -31.2% | +14.0% |
| YTD | +48.4% | +47.4% | +1.0% | +39.3% |
| 1Y | +58.4% | +47.7% | +10.7% | +48.3% |
| 3Y | +92.3% | +444.7% | -352.4% | +46.0% |
| 5Y | +221.8% | +269.3% | -47.5% | +150.6% |
| 10Y | +657.6% | +1,913.5% | -1,256.0% | +367.2% |
| All | +657.6% | +1,879.5% | -1,222.0% | +367.2% |
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