+29.5%
WAT vs THC
+258.8%
-229.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +7.7% | +7.5% | +0.2% | +5.9% |
| 3M | +11.1% | +7.5% | +3.5% | +9.0% |
| 6M | +31.2% | +46.4% | -15.2% | +19.1% |
| YTD | +21.7% | +44.4% | -22.7% | +10.3% |
| 1Y | +19.3% | +43.4% | -24.1% | +8.1% |
| 3Y | +80.6% | +433.3% | -352.7% | +14.2% |
| 5Y | +29.5% | +262.5% | -233.0% | -12.1% |
| All | +29.5% | +258.8% | -229.2% | -12.1% |
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