+83.4%
WAT vs THC
+423.7%
-340.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +5.4% | +5.3% | +0.1% | +4.3% |
| 3M | +11.3% | +7.1% | +4.2% | +9.6% |
| 6M | +37.4% | +46.0% | -8.6% | +26.4% |
| YTD | +21.2% | +43.9% | -22.8% | +11.4% |
| 1Y | +21.3% | +45.4% | -24.1% | +11.1% |
| 3Y | +83.4% | +421.3% | -337.9% | +23.2% |
| All | +83.4% | +423.7% | -340.3% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling