+244.5%
THC vs WCN
+30.9%
+213.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.7% |
| 7D | -2.6% | -0.4% | -2.1% | -2.3% |
| 30D | -1.2% | -2.1% | +1.0% | 0.0% |
| 3M | +58.9% | +6.4% | +52.5% | +53.7% |
| 6M | +9.3% | -3.7% | +13.0% | +11.0% |
| YTD | +30.4% | -6.4% | +36.7% | +33.9% |
| 1Y | +34.6% | -7.9% | +42.5% | +39.4% |
| 3Y | +246.7% | +20.8% | +225.9% | +191.8% |
| 5Y | +244.5% | +29.0% | +215.6% | +161.5% |
| All | +244.5% | +30.9% | +213.6% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling