+448.8%
THC vs WSM
+264.9%
+183.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.3% |
| 7D | +7.5% | +0.9% | +6.6% | +7.3% |
| 30D | +9.6% | +8.6% | +1.0% | +7.6% |
| 3M | +10.3% | +4.2% | +6.0% | +9.1% |
| 6M | +51.8% | +44.6% | +7.2% | +40.0% |
| YTD | +45.4% | +48.5% | -3.1% | +32.6% |
| 1Y | +40.8% | +34.7% | +6.1% | +31.0% |
| 3Y | +448.8% | +271.0% | +177.8% | +218.6% |
| All | +448.8% | +264.9% | +183.9% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling