+496.6%
THC vs WPM
+5,535.3%
-5,038.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.3% |
| 7D | +7.5% | +20.8% | -13.3% | +4.8% |
| 30D | +9.6% | +3.8% | +5.7% | +8.9% |
| 3M | +10.3% | +7.4% | +2.9% | +8.7% |
| 6M | +51.8% | +4.0% | +47.8% | +49.8% |
| YTD | +45.4% | +23.0% | +22.4% | +39.4% |
| 1Y | +40.8% | +45.9% | -5.1% | +31.7% |
| 3Y | +448.8% | +242.9% | +205.9% | +352.8% |
| 5Y | +263.4% | +259.5% | +3.9% | +195.4% |
| 10Y | +1,800.1% | +577.7% | +1,222.3% | +1,267.4% |
| All | +496.6% | +5,535.3% | -5,038.7% | +246.0% |
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