+1,039.2%
THC vs NWSA
+144.0%
+895.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 7D | +4.1% | -3.1% | +7.1% | +5.9% |
| 30D | +3.5% | +4.3% | -0.8% | +1.1% |
| 3M | +61.7% | +9.2% | +52.5% | +53.3% |
| 6M | +11.8% | +21.6% | -9.7% | -0.8% |
| YTD | +35.4% | +14.2% | +21.2% | +23.1% |
| 1Y | +37.0% | +1.8% | +35.3% | +32.6% |
| 3Y | +260.1% | +44.4% | +215.6% | +177.2% |
| 5Y | +262.6% | +41.0% | +221.6% | +172.0% |
| 10Y | +1,039.2% | +150.0% | +889.2% | +471.4% |
| All | +1,039.2% | +144.0% | +895.2% | +471.4% |
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