+261.2%
THC vs WSM
+238.8%
+22.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | +1.3% | -8.4% | +9.7% | +3.2% |
| 3M | +64.2% | +9.7% | +54.6% | +60.9% |
| 6M | +8.3% | +16.7% | -8.4% | +4.4% |
| YTD | +33.4% | +28.7% | +4.7% | +25.3% |
| 1Y | +37.7% | +13.7% | +24.0% | +32.6% |
| All | +261.2% | +238.8% | +22.4% | +128.4% |
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