+292.6%
WDAY vs THC
+1,117.2%
-824.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +1.5% | +9.0% | -7.5% | -0.1% |
| 3M | +5.5% | +12.9% | -7.5% | +2.9% |
| 6M | +57.4% | +52.8% | +4.6% | +44.8% |
| YTD | -11.0% | +47.4% | -58.4% | -18.4% |
| 1Y | -15.8% | +47.7% | -63.5% | -22.9% |
| 3Y | -16.9% | +444.7% | -461.5% | -42.6% |
| 5Y | -35.3% | +269.3% | -304.5% | -53.4% |
| 10Y | +131.0% | +1,913.5% | -1,782.5% | +6.6% |
| All | +292.6% | +1,117.2% | -824.6% | +105.6% |
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