+263.4%
THC vs WSM
+184.9%
+78.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.1% |
| 7D | +7.5% | +0.9% | +6.6% | +7.3% |
| 30D | +9.6% | +8.6% | +1.0% | +7.0% |
| 3M | +10.3% | +4.2% | +6.0% | +8.7% |
| 6M | +51.8% | +44.6% | +7.2% | +35.8% |
| YTD | +45.4% | +48.5% | -3.1% | +28.1% |
| 1Y | +40.8% | +34.7% | +6.1% | +27.5% |
| 3Y | +448.8% | +271.0% | +177.8% | +224.3% |
| 5Y | +263.4% | +180.9% | +82.4% | +119.7% |
| All | +263.4% | +184.9% | +78.4% | +119.7% |
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