+540.5%
THC vs WST
+14,518.0%
-13,977.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +3.7% | -3.1% | +6.8% | +4.7% |
| 30D | +9.0% | +9.1% | -0.1% | +6.1% |
| 3M | +10.4% | +14.7% | -4.3% | +5.6% |
| 6M | +45.7% | +28.0% | +17.7% | +33.7% |
| YTD | +42.6% | +45.6% | -3.1% | +24.6% |
| 1Y | +38.8% | +45.7% | -6.9% | +21.1% |
| 3Y | +418.8% | +21.1% | +397.7% | +332.5% |
| 5Y | +275.7% | +0.3% | +275.3% | +229.0% |
| 10Y | +1,496.2% | +449.0% | +1,047.2% | +638.1% |
| All | +540.5% | +14,518.0% | -13,977.5% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling