+4,103.0%
WAB vs THC
+597.0%
+3,506.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +1.4% | +3.7% | -2.3% | +0.6% |
| 30D | +0.4% | +9.0% | -8.6% | -1.4% |
| 3M | -3.8% | +10.4% | -14.2% | -5.9% |
| 6M | +5.1% | +45.7% | -40.6% | -3.2% |
| YTD | +33.3% | +42.6% | -9.3% | +22.7% |
| 1Y | +39.8% | +38.8% | +1.1% | +29.1% |
| 3Y | +161.1% | +418.8% | -257.8% | +82.9% |
| 5Y | +209.5% | +275.7% | -66.2% | +122.2% |
| 10Y | +293.8% | +1,496.2% | -1,202.4% | +90.0% |
| All | +4,103.0% | +597.0% | +3,506.0% | +1,504.6% |
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