+215.0%
GWW vs THC
+262.3%
-47.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | +5.3% | +7.5% | -2.2% | +4.3% |
| 30D | +12.4% | +9.6% | +2.9% | +11.1% |
| 3M | +13.7% | +10.3% | +3.5% | +12.2% |
| 6M | +18.0% | +51.8% | -33.8% | +11.2% |
| YTD | +44.6% | +45.4% | -0.9% | +36.4% |
| 1Y | +53.1% | +40.8% | +12.3% | +44.9% |
| 3Y | +90.2% | +448.8% | -358.6% | +42.9% |
| 5Y | +215.0% | +263.4% | -48.4% | +145.5% |
| All | +215.0% | +262.3% | -47.3% | +145.5% |
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