+1,644.1%
THC vs WPM
+749.7%
+894.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.0% | -3.6% | +4.5% | +1.4% |
| 30D | +5.3% | +1.4% | +3.9% | +5.0% |
| 3M | +7.1% | -0.2% | +7.3% | +6.6% |
| 6M | +46.0% | -7.3% | +53.3% | +46.2% |
| YTD | +43.9% | +12.3% | +31.6% | +39.8% |
| 1Y | +45.4% | +24.9% | +20.5% | +39.4% |
| 3Y | +421.3% | +210.4% | +210.9% | +342.0% |
| 5Y | +261.5% | +210.4% | +51.1% | +202.3% |
| All | +1,644.1% | +749.7% | +894.4% | +1,376.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling