+284.8%
WAB vs THC
+952.2%
-667.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.1% |
| 7D | +1.7% | -2.6% | +4.2% | +2.2% |
| 30D | -2.4% | -1.2% | -1.3% | -2.2% |
| 3M | +9.7% | +58.9% | -49.2% | -1.9% |
| 6M | +16.5% | +9.3% | +7.2% | +13.0% |
| YTD | +33.7% | +30.4% | +3.4% | +24.3% |
| 1Y | +49.7% | +34.6% | +15.1% | +37.5% |
| 3Y | +170.9% | +246.7% | -75.7% | +95.5% |
| 5Y | +228.0% | +244.5% | -16.5% | +126.9% |
| 10Y | +284.8% | +950.1% | -665.3% | +93.2% |
| All | +284.8% | +952.2% | -667.4% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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