+4,319.4%
WAB vs THC
+611.0%
+3,708.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.8% |
| 7D | +4.0% | +7.5% | -3.5% | +2.5% |
| 30D | +4.5% | +9.6% | -5.1% | +2.5% |
| 3M | +2.3% | +10.3% | -8.0% | +0.1% |
| 6M | +12.5% | +51.8% | -39.3% | +2.8% |
| YTD | +40.2% | +45.4% | -5.2% | +28.6% |
| 1Y | +45.2% | +40.8% | +4.4% | +33.7% |
| 3Y | +171.8% | +448.8% | -277.0% | +88.5% |
| 5Y | +217.6% | +263.4% | -45.8% | +129.6% |
| 10Y | +285.3% | +1,800.1% | -1,514.8% | +82.3% |
| All | +4,319.4% | +611.0% | +3,708.4% | +1,581.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling