+144.0%
WDAY vs THC
+1,813.2%
-1,669.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.6% |
| 30D | +4.1% | +5.3% | -1.2% | +3.0% |
| 3M | -4.8% | +7.1% | -12.0% | -6.2% |
| 6M | +68.6% | +46.0% | +22.6% | +56.2% |
| YTD | -8.5% | +43.9% | -52.5% | -15.9% |
| 1Y | -12.1% | +45.4% | -57.5% | -19.5% |
| 3Y | -13.2% | +421.3% | -434.5% | -40.2% |
| 5Y | -33.7% | +261.5% | -295.2% | -52.6% |
| All | +144.0% | +1,813.2% | -1,669.3% | +13.8% |
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