+101.9%
THC vs WETO
-99.4%
+201.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -2.1% |
| 7D | 0.0% | -19.9% | +19.9% | 0.0% |
| 30D | +1.5% | -42.7% | +44.2% | +2.2% |
| 3M | +59.9% | -97.7% | +157.6% | +61.0% |
| 6M | +11.0% | -94.4% | +105.4% | +9.9% |
| YTD | +32.6% | -97.0% | +129.6% | +32.1% |
| 1Y | +37.4% | -98.9% | +136.2% | +38.0% |
| All | +101.9% | -99.4% | +201.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling