+424.6%
THC vs WWD
+137.0%
+287.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | 0.0% |
| 7D | +5.9% | -2.6% | +8.4% | +6.5% |
| 30D | +10.8% | -7.7% | +18.6% | +13.4% |
| 3M | +9.4% | -17.7% | +27.2% | +16.5% |
| 6M | +53.3% | -15.9% | +69.2% | +60.7% |
| YTD | +44.2% | +1.8% | +42.4% | +37.7% |
| 1Y | +37.3% | +17.4% | +19.9% | +22.4% |
| All | +424.6% | +137.0% | +287.6% | +231.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling