+1,900.5%
THC vs WSM
+1,226.6%
+673.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +8.8% | +3.1% | +5.7% | +7.7% |
| 30D | +10.0% | +8.5% | +1.5% | +6.5% |
| 3M | +11.7% | +4.6% | +7.1% | +9.4% |
| 6M | +52.5% | +44.5% | +7.9% | +30.9% |
| YTD | +46.1% | +48.4% | -2.4% | +22.9% |
| 1Y | +49.1% | +36.2% | +12.9% | +29.4% |
| 3Y | +439.6% | +268.8% | +170.9% | +176.2% |
| 5Y | +263.2% | +185.2% | +77.9% | +96.2% |
| 10Y | +1,900.5% | +1,175.8% | +724.6% | +308.0% |
| All | +1,900.5% | +1,226.6% | +673.9% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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