+499.2%
THC vs WST
+12,330.1%
-11,830.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | +1.3% | -3.1% | +4.4% | +2.2% |
| 3M | +64.2% | +7.2% | +57.0% | +59.8% |
| 6M | +8.3% | +36.8% | -28.5% | -3.1% |
| YTD | +33.4% | +23.8% | +9.5% | +22.7% |
| 1Y | +37.7% | +37.8% | -0.1% | +21.7% |
| 3Y | +236.8% | -15.9% | +252.7% | +218.6% |
| 5Y | +249.3% | -25.8% | +275.1% | +237.8% |
| 10Y | +995.2% | +319.6% | +675.6% | +452.3% |
| All | +499.2% | +12,330.1% | -11,830.9% | +54.3% |
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