-3.2%
WAT vs THC
+250.3%
-253.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +2.3% | +1.3% | +1.1% | +2.0% |
| 3M | +8.7% | +64.2% | -55.5% | -3.6% |
| 6M | +28.3% | +8.3% | +20.0% | +25.0% |
| YTD | +7.8% | +33.4% | -25.6% | -0.4% |
| 1Y | +36.6% | +37.7% | -1.1% | +24.6% |
| 3Y | +45.7% | +236.8% | -191.1% | +2.9% |
| All | -3.2% | +250.3% | -253.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling