+714.0%
THC vs WU
-19.6%
+733.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | +1.3% | -1.1% | +2.4% | +1.6% |
| 3M | +64.2% | -3.9% | +68.1% | +63.4% |
| 6M | +8.3% | -20.7% | +28.9% | +18.6% |
| YTD | +33.4% | -18.4% | +51.7% | +43.1% |
| 1Y | +37.7% | -8.1% | +45.7% | +36.8% |
| 3Y | +236.8% | -24.2% | +260.9% | +254.6% |
| 5Y | +249.3% | -50.4% | +299.7% | +351.4% |
| 10Y | +995.2% | -40.0% | +1,035.3% | +1,189.6% |
| All | +714.0% | -19.6% | +733.6% | +619.4% |
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 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