+1,039.2%
THC vs WSM
+997.3%
+41.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +4.1% | +2.6% | +1.5% | +3.0% |
| 30D | +3.5% | -9.3% | +12.8% | +7.4% |
| 3M | +61.7% | +7.1% | +54.7% | +57.2% |
| 6M | +11.8% | +21.7% | -9.9% | +2.8% |
| YTD | +35.4% | +28.7% | +6.7% | +20.8% |
| 1Y | +37.0% | +13.9% | +23.2% | +27.4% |
| 3Y | +260.1% | +232.2% | +27.9% | +92.8% |
| 5Y | +262.6% | +176.4% | +86.2% | +98.0% |
| 10Y | +1,039.2% | +1,072.4% | -33.2% | +202.1% |
| All | +1,039.2% | +997.3% | +41.9% | +202.1% |
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