+27.3%
WAT vs THC
+46.1%
-18.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.6% | -7.9% | +0.6% |
| 7D | -1.9% | +8.8% | -10.8% | -2.9% |
| 30D | +6.2% | +12.6% | -6.4% | +4.9% |
| 3M | +18.1% | +15.4% | +2.7% | +16.1% |
| 6M | +54.9% | +57.7% | -2.8% | +46.3% |
| YTD | +23.1% | +47.1% | -24.0% | +19.1% |
| 1Y | +27.3% | +40.7% | -13.4% | +24.0% |
| All | +27.3% | +46.1% | -18.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling