+115.3%
THC vs WTW
+1,181.4%
-1,066.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.3% |
| 7D | +1.0% | +2.0% | -1.0% | 0.0% |
| 30D | +5.3% | +12.9% | -7.6% | -0.9% |
| 3M | +7.1% | +0.7% | +6.4% | +6.3% |
| 6M | +46.0% | +39.5% | +6.6% | +22.8% |
| YTD | +43.9% | +3.1% | +40.8% | +38.4% |
| 1Y | +45.4% | +4.8% | +40.7% | +38.7% |
| 3Y | +421.3% | +42.9% | +378.3% | +318.3% |
| 5Y | +261.5% | +55.3% | +206.2% | +176.0% |
| 10Y | +1,865.8% | +217.2% | +1,648.7% | +978.4% |
| All | +115.3% | +1,181.4% | -1,066.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling