+1,245.5%
WDC vs THC
+952.2%
+293.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.7% |
| 7D | +6.0% | -2.6% | +8.5% | +6.6% |
| 30D | +9.9% | -1.2% | +11.1% | +10.1% |
| 3M | -9.4% | +58.9% | -68.3% | -20.6% |
| 6M | +94.7% | +9.3% | +85.4% | +86.8% |
| YTD | +177.4% | +30.4% | +147.0% | +153.7% |
| 1Y | +412.6% | +34.6% | +378.0% | +363.1% |
| 3Y | +1,359.8% | +246.7% | +1,113.1% | +914.9% |
| 5Y | +992.6% | +244.5% | +748.0% | +629.2% |
| 10Y | +1,245.5% | +950.1% | +295.4% | +517.7% |
| All | +1,245.5% | +952.2% | +293.3% | +517.7% |
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