+266.9%
WBD vs THC
-70.5%
+337.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.3% |
| 7D | +1.0% | -16.9% | +17.9% | +3.3% |
| 30D | -1.4% | -30.7% | +29.3% | +3.8% |
| 3M | +1.0% | -45.0% | +46.0% | +10.7% |
| 6M | -11.2% | -53.9% | +42.7% | +0.3% |
| YTD | -2.4% | -52.1% | +49.7% | +8.9% |
| 1Y | -13.4% | -57.7% | +44.3% | -1.7% |
| 3Y | -40.3% | -65.7% | +25.4% | -31.0% |
| 5Y | +21.1% | -28.3% | +49.4% | +20.7% |
| 10Y | +273.5% | -49.8% | +323.3% | +225.6% |
| All | +266.9% | -70.5% | +337.4% | +229.6% |
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