+296.2%
WDAY vs THC
+1,077.1%
-780.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -2.5% | +3.7% | -6.2% | -3.2% |
| 30D | +4.7% | +9.0% | -4.4% | +3.0% |
| 3M | +13.3% | +10.4% | +2.9% | +11.0% |
| 6M | +57.3% | +45.7% | +11.6% | +46.0% |
| YTD | -10.2% | +42.6% | -52.8% | -17.1% |
| 1Y | -14.1% | +38.8% | -52.8% | -20.5% |
| 3Y | -11.7% | +418.8% | -430.5% | -38.5% |
| 5Y | -33.5% | +275.7% | -309.1% | -52.2% |
| 10Y | +133.1% | +1,496.2% | -1,363.2% | +11.0% |
| All | +296.2% | +1,077.1% | -780.9% | +108.8% |
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 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