+224.0%
GWW vs THC
+248.0%
-24.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.4% |
| 7D | -1.5% | -2.6% | +1.0% | -1.2% |
| 30D | +1.1% | -1.2% | +2.3% | +1.3% |
| 3M | -1.0% | +58.9% | -59.9% | -7.1% |
| 6M | +16.3% | +9.3% | +7.0% | +14.5% |
| YTD | +28.5% | +30.4% | -1.9% | +23.2% |
| 1Y | +30.3% | +34.6% | -4.3% | +24.0% |
| 3Y | +91.6% | +246.7% | -155.1% | +55.1% |
| 5Y | +224.0% | +244.5% | -20.6% | +153.2% |
| All | +224.0% | +248.0% | -24.0% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling