+770.2%
THC vs WU
-20.2%
+790.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +3.7% | +11.7% | -8.0% | -2.1% |
| 30D | +9.0% | +12.6% | -3.6% | +2.4% |
| 3M | +10.4% | -0.5% | +10.9% | +9.9% |
| 6M | +45.7% | -18.2% | +63.8% | +56.6% |
| YTD | +42.6% | -19.0% | +61.6% | +52.9% |
| 1Y | +38.8% | -16.7% | +55.4% | +46.1% |
| 3Y | +418.8% | -21.0% | +439.8% | +434.0% |
| 5Y | +275.7% | -41.7% | +317.4% | +341.6% |
| 10Y | +1,496.2% | -35.0% | +1,531.2% | +1,692.9% |
| All | +770.2% | -20.2% | +790.4% | +668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling