+185.4%
SW vs THC
+1,438.5%
-1,253.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.3% |
| 7D | +4.7% | +5.9% | -1.2% | +4.2% |
| 30D | +5.0% | +10.8% | -5.8% | +4.1% |
| 3M | -7.3% | +9.4% | -16.8% | -8.1% |
| 6M | +15.0% | +53.3% | -38.3% | +11.0% |
| YTD | +18.5% | +44.2% | -25.6% | +14.8% |
| 1Y | +27.1% | +37.3% | -10.2% | +23.5% |
| 3Y | +49.3% | +421.6% | -372.3% | +33.1% |
| 5Y | -1.6% | +279.8% | -281.5% | -12.0% |
| All | +185.4% | +1,438.5% | -1,253.1% | +140.8% |
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