+569.6%
THC vs WWD
+14,113.5%
-13,543.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.4% |
| 7D | +3.7% | +4.2% | -0.5% | +1.8% |
| 30D | +9.0% | -2.1% | +11.2% | +9.4% |
| 3M | +10.4% | -13.2% | +23.6% | +15.6% |
| 6M | +45.7% | -16.9% | +62.5% | +54.1% |
| YTD | +42.6% | +5.2% | +37.3% | +36.2% |
| 1Y | +38.8% | +20.6% | +18.2% | +25.1% |
| 3Y | +418.8% | +146.3% | +272.5% | +250.0% |
| 5Y | +275.7% | +171.3% | +104.3% | +141.6% |
| 10Y | +1,496.2% | +471.3% | +1,024.9% | +711.9% |
| All | +569.6% | +14,113.5% | -13,543.9% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling