+40.7%
THC vs WWD
+27.2%
+13.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +9.9% |
| 7D | +8.8% | +7.3% | +1.5% | +7.2% |
| 30D | +12.6% | -2.0% | +14.6% | +12.9% |
| 3M | +15.4% | -12.6% | +27.9% | +18.4% |
| 6M | +57.7% | -8.4% | +66.1% | +59.7% |
| YTD | +47.1% | +8.2% | +38.8% | +43.0% |
| 1Y | +40.7% | +26.5% | +14.2% | +34.3% |
| All | +40.7% | +27.2% | +13.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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