+263.2%
THC vs WST
+1.6%
+261.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +8.8% | +1.4% | +7.5% | +8.6% |
| 30D | +10.0% | +12.7% | -2.7% | +7.7% |
| 3M | +11.7% | +17.2% | -5.5% | +8.5% |
| 6M | +52.5% | +26.7% | +25.8% | +45.4% |
| YTD | +46.1% | +50.3% | -4.2% | +34.1% |
| 1Y | +49.1% | +50.2% | -1.1% | +36.8% |
| 3Y | +439.6% | +21.7% | +417.9% | +384.1% |
| 5Y | +263.2% | +2.0% | +261.1% | +247.2% |
| All | +263.2% | +1.6% | +261.5% | +247.2% |
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