+1,900.5%
THC vs WST
+446.4%
+1,454.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +8.8% | +1.4% | +7.5% | +8.5% |
| 30D | +10.0% | +12.7% | -2.7% | +6.8% |
| 3M | +11.7% | +17.2% | -5.5% | +7.2% |
| 6M | +52.5% | +26.7% | +25.8% | +42.7% |
| YTD | +46.1% | +50.3% | -4.2% | +29.9% |
| 1Y | +49.1% | +50.2% | -1.1% | +32.5% |
| 3Y | +439.6% | +21.7% | +417.9% | +366.0% |
| 5Y | +263.2% | +2.0% | +261.1% | +226.1% |
| 10Y | +1,900.5% | +451.1% | +1,449.4% | +890.9% |
| All | +1,900.5% | +446.4% | +1,454.1% | +890.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling