+1,800.1%
THC vs WWD
+494.7%
+1,305.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -1.1% |
| 7D | +7.5% | +4.2% | +3.3% | +4.3% |
| 30D | +9.6% | -0.8% | +10.3% | +9.0% |
| 3M | +10.3% | -8.2% | +18.4% | +14.6% |
| 6M | +51.8% | -9.8% | +61.6% | +57.5% |
| YTD | +45.4% | +10.4% | +35.0% | +28.3% |
| 1Y | +40.8% | +25.5% | +15.3% | +12.6% |
| 3Y | +448.8% | +155.8% | +293.0% | +153.0% |
| 5Y | +263.4% | +187.3% | +76.1% | +47.4% |
| 10Y | +1,800.1% | +462.7% | +1,337.4% | +389.8% |
| All | +1,800.1% | +494.7% | +1,305.4% | +389.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling