+446.8%
THC vs WING
+656.3%
-209.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +3.7% | +9.0% | -5.4% | +1.3% |
| 30D | +9.0% | +39.9% | -30.9% | -0.4% |
| 3M | +10.4% | +40.4% | -30.0% | -0.3% |
| 6M | +45.7% | +12.9% | +32.8% | +37.3% |
| YTD | +42.6% | -31.1% | +73.7% | +49.5% |
| 1Y | +38.8% | -32.7% | +71.5% | +45.9% |
| 3Y | +418.8% | -19.8% | +438.6% | +375.9% |
| 5Y | +275.7% | +4.0% | +271.7% | +195.3% |
| 10Y | +1,496.2% | +684.4% | +811.8% | +497.4% |
| All | +446.8% | +656.3% | -209.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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