+4,092.2%
WAB vs THC
+552.1%
+3,540.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | -4.4% | +1.3% | -5.7% | -4.7% |
| 3M | +7.9% | +64.2% | -56.4% | -2.6% |
| 6M | +8.7% | +8.3% | +0.4% | +6.1% |
| YTD | +33.0% | +33.4% | -0.4% | +24.3% |
| 1Y | +46.7% | +37.7% | +9.0% | +35.7% |
| 3Y | +153.0% | +236.8% | -83.8% | +92.6% |
| 5Y | +222.3% | +249.3% | -27.0% | +134.8% |
| 10Y | +291.0% | +995.2% | -704.3% | +101.5% |
| All | +4,092.2% | +552.1% | +3,540.1% | +1,524.8% |
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