+113.2%
WDC vs THC
+46.1%
+67.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.6% | -16.4% | -6.1% |
| 7D | -18.3% | +8.8% | -27.2% | -17.7% |
| 30D | -26.7% | +12.6% | -39.3% | -26.1% |
| 3M | -40.9% | +15.4% | -56.3% | -40.3% |
| 6M | -26.8% | +57.7% | -84.4% | -27.7% |
| YTD | +88.2% | +47.1% | +41.1% | +89.2% |
| 1Y | +113.2% | +40.7% | +72.5% | +117.5% |
| All | +113.2% | +46.1% | +67.1% | +117.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling