+244.5%
THC vs WSM
+189.5%
+55.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -2.6% | +2.6% | -5.1% | -3.3% |
| 30D | -1.2% | -9.5% | +8.3% | +1.7% |
| 3M | +58.9% | +12.9% | +46.0% | +53.2% |
| 6M | +9.3% | +23.0% | -13.7% | +2.4% |
| YTD | +30.4% | +28.9% | +1.5% | +19.6% |
| 1Y | +34.6% | +13.7% | +20.9% | +27.7% |
| 3Y | +246.7% | +232.6% | +14.0% | +109.1% |
| 5Y | +244.5% | +185.9% | +58.7% | +105.2% |
| All | +244.5% | +189.5% | +55.1% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling