+484.9%
THC vs WPM
+5,236.6%
-4,751.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | +3.7% | +16.9% | -13.2% | +1.6% |
| 30D | +9.0% | +2.0% | +7.1% | +8.6% |
| 3M | +10.4% | +8.9% | +1.5% | +8.7% |
| 6M | +45.7% | +1.6% | +44.1% | +44.1% |
| YTD | +42.6% | +16.5% | +26.1% | +37.6% |
| 1Y | +38.8% | +42.2% | -3.4% | +30.3% |
| 3Y | +418.8% | +213.3% | +205.5% | +333.2% |
| 5Y | +275.7% | +249.9% | +25.7% | +206.6% |
| 10Y | +1,496.2% | +549.4% | +946.9% | +1,053.9% |
| All | +484.9% | +5,236.6% | -4,751.7% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling