+950.1%
THC vs WWD
+476.2%
+473.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.0% |
| 7D | -2.6% | +0.8% | -3.3% | -3.0% |
| 30D | -1.2% | -6.4% | +5.3% | +2.7% |
| 3M | +58.9% | -5.6% | +64.5% | +62.6% |
| 6M | +9.3% | -9.1% | +18.4% | +13.0% |
| YTD | +30.4% | +12.5% | +17.8% | +15.3% |
| 1Y | +34.6% | +41.3% | -6.7% | +0.4% |
| 3Y | +246.7% | +170.2% | +76.4% | +57.0% |
| 5Y | +244.5% | +192.5% | +52.0% | +41.7% |
| 10Y | +950.1% | +476.9% | +473.2% | +229.9% |
| All | +950.1% | +476.2% | +473.9% | +229.9% |
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