+302.1%
WDAY vs THC
+1,001.2%
-699.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +14.7% | +1.3% | +13.5% | +14.4% |
| 3M | +32.4% | +64.2% | -31.9% | +20.5% |
| 6M | +36.9% | +8.3% | +28.6% | +33.9% |
| YTD | -8.8% | +33.4% | -42.2% | -14.7% |
| 1Y | -15.3% | +37.7% | -53.0% | -21.6% |
| 3Y | -21.2% | +236.8% | -258.0% | -40.4% |
| 5Y | -29.5% | +249.3% | -278.8% | -48.7% |
| 10Y | +120.0% | +995.2% | -875.2% | +12.4% |
| All | +302.1% | +1,001.2% | -699.0% | +114.8% |
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