+12,001.8%
WAT vs THC
+498.9%
+11,502.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.1% | +3.7% | -4.8% | -1.6% |
| 30D | +5.0% | +9.0% | -4.1% | +3.7% |
| 3M | +14.5% | +10.4% | +4.1% | +12.8% |
| 6M | +30.9% | +45.7% | -14.7% | +23.6% |
| YTD | +20.5% | +42.6% | -22.1% | +13.7% |
| 1Y | +23.3% | +38.8% | -15.5% | +16.7% |
| 3Y | +81.5% | +418.8% | -337.3% | +42.1% |
| 5Y | +33.4% | +275.7% | -242.3% | +6.4% |
| 10Y | +231.5% | +1,496.2% | -1,264.7% | +98.7% |
| All | +12,001.8% | +498.9% | +11,502.9% | +6,717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling