-2.3%
SW vs THC
+250.3%
-252.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -4.6% | +1.3% | -5.8% | -4.8% |
| 3M | +9.4% | +64.2% | -54.9% | +0.8% |
| 6M | +3.5% | +8.3% | -4.8% | +1.3% |
| YTD | +22.0% | +33.4% | -11.3% | +15.7% |
| 1Y | +2.2% | +37.7% | -35.5% | -3.8% |
| 3Y | +19.6% | +236.8% | -217.2% | -1.3% |
| All | -2.3% | +250.3% | -252.7% | -18.2% |
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