+728.9%
IWD vs THC
+304.8%
+424.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -0.5% | +3.7% | -4.2% | -1.0% |
| 30D | +2.7% | +9.0% | -6.4% | +1.3% |
| 3M | +0.9% | +10.4% | -9.5% | -0.7% |
| 6M | +10.5% | +45.7% | -35.1% | +4.1% |
| YTD | +23.7% | +42.6% | -18.9% | +16.3% |
| 1Y | +28.7% | +38.8% | -10.0% | +21.3% |
| 3Y | +79.7% | +418.8% | -339.1% | +37.3% |
| 5Y | +69.7% | +275.7% | -206.0% | +31.8% |
| 10Y | +211.4% | +1,496.2% | -1,284.8% | +75.8% |
| All | +728.9% | +304.8% | +424.2% | +346.5% |
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 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