+562.3%
THC vs WSM
+40,190.9%
-39,628.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | +9.0% | +10.1% | -1.0% | +6.9% |
| 3M | +12.9% | +4.9% | +8.0% | +11.7% |
| 6M | +52.8% | +49.8% | +3.1% | +40.4% |
| YTD | +47.4% | +48.7% | -1.3% | +35.1% |
| 1Y | +47.7% | +38.7% | +9.0% | +37.1% |
| 3Y | +444.7% | +269.5% | +175.1% | +301.5% |
| 5Y | +269.3% | +179.0% | +90.3% | +181.4% |
| 10Y | +1,913.5% | +1,162.3% | +751.3% | +1,028.1% |
| All | +562.3% | +40,190.9% | -39,628.6% | +107.2% |
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 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