+262.3%
THC vs WTW
+42.3%
+220.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | 0.0% | -7.8% | +7.8% | +3.7% |
| 30D | +1.5% | -7.9% | +9.4% | +5.2% |
| 3M | +59.9% | +19.9% | +39.9% | +46.5% |
| 6M | +11.0% | +9.8% | +1.2% | +5.1% |
| YTD | +32.6% | -3.3% | +35.9% | +33.1% |
| 1Y | +37.4% | -3.3% | +40.7% | +37.9% |
| 3Y | +252.5% | +61.5% | +191.0% | +148.5% |
| 5Y | +262.3% | +42.6% | +219.8% | +165.7% |
| All | +262.3% | +42.3% | +220.0% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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