+31.9%
THC vs WCN
-7.6%
+39.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.2% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | -1.2% | -2.1% | +1.0% | -1.0% |
| 3M | +58.9% | +6.4% | +52.5% | +59.7% |
| 6M | +9.3% | -3.7% | +13.0% | +10.6% |
| YTD | +30.4% | -6.4% | +36.7% | +33.1% |
| All | +31.9% | -7.6% | +39.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling