+106.2%
THC vs WETO
-99.4%
+205.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.1% | +9.0% | +3.9% |
| 7D | +4.1% | -38.7% | +42.8% | +4.0% |
| 30D | +3.5% | -51.3% | +54.8% | +4.1% |
| 3M | +61.7% | -97.8% | +159.6% | +62.8% |
| 6M | +11.8% | -94.8% | +106.6% | +10.8% |
| YTD | +35.4% | -97.2% | +132.6% | +34.9% |
| 1Y | +37.0% | -98.9% | +136.0% | +37.6% |
| All | +106.2% | -99.4% | +205.6% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling