+234.8%
WAT vs THC
+1,325.8%
-1,090.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.9% |
| 7D | +6.0% | +7.5% | -1.4% | +4.8% |
| 30D | +9.9% | +9.6% | +0.3% | +8.2% |
| 3M | +17.2% | +10.3% | +6.9% | +15.1% |
| 6M | +34.2% | +51.8% | -17.6% | +24.5% |
| YTD | +25.5% | +45.4% | -19.9% | +16.8% |
| 1Y | +28.3% | +40.8% | -12.5% | +19.8% |
| 3Y | +88.4% | +448.8% | -360.4% | +39.6% |
| 5Y | +36.1% | +263.4% | -227.2% | +4.3% |
| 10Y | +234.8% | +1,800.1% | -1,565.3% | +102.6% |
| All | +234.8% | +1,325.8% | -1,090.9% | +102.6% |
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 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