+1,900.5%
THC vs NWSA
+149.3%
+1,751.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +8.8% | -9.7% | +18.5% | +14.6% |
| 30D | +10.0% | -8.6% | +18.7% | +15.0% |
| 3M | +11.7% | -6.3% | +18.0% | +14.8% |
| 6M | +52.5% | -1.2% | +53.7% | +51.1% |
| YTD | +46.1% | +2.6% | +43.4% | +39.7% |
| 1Y | +49.1% | 0.0% | +49.1% | +44.5% |
| 3Y | +439.6% | +30.1% | +409.6% | +335.7% |
| 5Y | +263.2% | +18.3% | +244.8% | +199.5% |
| 10Y | +1,900.5% | +149.3% | +1,751.1% | +847.9% |
| All | +1,900.5% | +149.3% | +1,751.1% | +847.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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