+276.8%
THC vs WST
-0.1%
+276.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | +3.7% | -3.1% | +6.8% | +4.3% |
| 30D | +9.0% | +9.1% | -0.1% | +7.4% |
| 3M | +10.4% | +14.7% | -4.3% | +7.7% |
| 6M | +45.7% | +28.0% | +17.7% | +38.5% |
| YTD | +42.6% | +45.6% | -3.1% | +31.6% |
| 1Y | +38.8% | +45.7% | -6.9% | +28.0% |
| 3Y | +418.8% | +21.1% | +397.7% | +361.2% |
| All | +276.8% | -0.1% | +276.9% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling