-61.7%
WBD vs THC
+263.4%
-325.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +4.6% |
| 7D | -13.9% | -2.1% | -11.9% | -13.5% |
| 30D | -7.6% | -6.8% | -0.8% | -6.0% |
| 3M | -28.3% | -27.2% | -1.1% | -23.0% |
| 6M | -22.3% | -24.8% | +2.5% | -17.2% |
| YTD | +6.9% | +10.2% | -3.4% | +4.2% |
| 1Y | -6.2% | +26.9% | -33.1% | -11.3% |
| 3Y | -55.8% | +61.1% | -116.9% | -62.1% |
| 5Y | -69.3% | +104.6% | -173.9% | -77.2% |
| All | -61.7% | +263.4% | -325.1% | -75.3% |
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