+1,644.1%
THC vs WSM
+1,131.4%
+512.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | +5.3% | +5.1% | +0.2% | +3.2% |
| 3M | +7.1% | +5.1% | +2.0% | +4.8% |
| 6M | +46.0% | +48.6% | -2.6% | +24.2% |
| YTD | +43.9% | +44.2% | -0.2% | +22.5% |
| 1Y | +45.4% | +38.1% | +7.4% | +25.5% |
| 3Y | +421.3% | +257.2% | +164.1% | +170.6% |
| 5Y | +261.5% | +165.1% | +96.4% | +102.2% |
| All | +1,644.1% | +1,131.4% | +512.7% | +266.8% |
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