+245.8%
THC vs WST
-15.6%
+261.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | +1.3% | -3.1% | +4.4% | +1.3% |
| 3M | +64.2% | +7.2% | +57.0% | +63.7% |
| 6M | +8.3% | +36.8% | -28.5% | +7.0% |
| YTD | +33.4% | +23.8% | +9.5% | +32.1% |
| 1Y | +37.7% | +37.8% | -0.1% | +36.1% |
| All | +245.8% | -15.6% | +261.5% | +256.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling