+102.1%
THC vs WETO
-99.4%
+201.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | -1.2% | -39.9% | +38.7% | -0.5% |
| 3M | +52.3% | -97.9% | +150.2% | +53.3% |
| 6M | +12.4% | -95.0% | +107.5% | +11.5% |
| YTD | +32.7% | -97.2% | +129.9% | +32.2% |
| 1Y | +36.4% | -98.9% | +135.3% | +36.9% |
| All | +102.1% | -99.4% | +201.5% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling