+499.2%
THC vs WSM
+34,755.7%
-34,256.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | +1.3% | -8.4% | +9.7% | +3.0% |
| 3M | +64.2% | +9.7% | +54.6% | +61.1% |
| 6M | +8.3% | +16.7% | -8.4% | +4.6% |
| YTD | +33.4% | +28.7% | +4.7% | +25.9% |
| 1Y | +37.7% | +13.7% | +24.0% | +32.8% |
| 3Y | +236.8% | +230.1% | +6.7% | +153.6% |
| 5Y | +249.3% | +179.0% | +70.3% | +166.5% |
| 10Y | +995.2% | +1,002.5% | -7.3% | +529.9% |
| All | +499.2% | +34,755.7% | -34,256.5% | +93.1% |
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