+40.7%
THC vs WPM
+38.8%
+1.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.0% | -2.4% | +7.8% |
| 7D | +8.8% | +3.9% | +5.0% | +8.0% |
| 30D | +12.6% | -3.5% | +16.1% | +12.6% |
| 3M | +15.4% | +14.1% | +1.3% | +12.3% |
| 6M | +57.7% | +6.2% | +51.4% | +53.8% |
| YTD | +47.1% | +12.4% | +34.7% | +35.7% |
| 1Y | +40.7% | +40.0% | +0.7% | +17.4% |
| All | +40.7% | +38.8% | +1.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling