+254.0%
THC vs WWD
+198.3%
+55.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -0.7% | +1.3% | -1.9% | -1.2% |
| 30D | +1.3% | -7.2% | +8.4% | +4.5% |
| 3M | +64.2% | -3.8% | +68.1% | +65.7% |
| 6M | +8.3% | -9.9% | +18.2% | +11.7% |
| YTD | +33.4% | +14.8% | +18.6% | +20.7% |
| 1Y | +37.7% | +42.1% | -4.4% | +10.2% |
| 3Y | +236.8% | +170.8% | +66.0% | +81.7% |
| All | +254.0% | +198.3% | +55.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling