+1,644.1%
THC vs WST
+456.5%
+1,187.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.0% | +4.2% | -3.3% | -0.1% |
| 30D | +5.3% | +11.2% | -5.9% | +2.6% |
| 3M | +7.1% | +20.4% | -13.3% | +2.2% |
| 6M | +46.0% | +37.9% | +8.2% | +33.8% |
| YTD | +43.9% | +51.8% | -7.9% | +27.6% |
| 1Y | +45.4% | +56.6% | -11.2% | +27.8% |
| 3Y | +421.3% | +24.2% | +397.1% | +346.8% |
| 5Y | +261.5% | +0.7% | +260.8% | +226.9% |
| All | +1,644.1% | +456.5% | +1,187.5% | +706.5% |
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