+40.7%
THC vs WU
-18.0%
+58.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.4% | +4.1% | +8.7% |
| 7D | +8.8% | +8.2% | +0.6% | +7.6% |
| 30D | +12.6% | +8.0% | +4.6% | +11.4% |
| 3M | +15.4% | -6.6% | +22.0% | +15.8% |
| 6M | +57.7% | -23.3% | +80.9% | +62.0% |
| YTD | +47.1% | -22.4% | +69.5% | +50.5% |
| 1Y | +40.7% | -18.0% | +58.7% | +43.4% |
| All | +40.7% | -18.0% | +58.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling