+553.3%
THC vs WSM
+40,127.9%
-39,574.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.4% |
| 7D | +7.5% | +0.9% | +6.6% | +7.4% |
| 30D | +9.6% | +8.6% | +1.0% | +7.7% |
| 3M | +10.3% | +4.2% | +6.0% | +9.2% |
| 6M | +51.8% | +44.6% | +7.2% | +40.4% |
| YTD | +45.4% | +48.5% | -3.1% | +33.3% |
| 1Y | +40.8% | +34.7% | +6.1% | +31.4% |
| 3Y | +448.8% | +271.0% | +177.8% | +304.2% |
| 5Y | +263.4% | +180.9% | +82.4% | +176.5% |
| 10Y | +1,800.1% | +1,235.4% | +564.7% | +955.1% |
| All | +553.3% | +40,127.9% | -39,574.5% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling