+528.7%
WDC vs THC
+274.4%
+254.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -28.0% | +3.7% | -31.6% | -28.6% |
| 30D | -34.9% | +9.0% | -44.0% | -36.4% |
| 3M | -41.6% | +10.4% | -52.0% | -43.1% |
| 6M | -45.4% | +45.7% | -91.0% | -51.5% |
| YTD | +53.3% | +42.6% | +10.7% | +36.2% |
| 1Y | +61.5% | +38.8% | +22.8% | +44.4% |
| 3Y | +712.3% | +418.8% | +293.5% | +372.9% |
| All | +528.7% | +274.4% | +254.3% | +287.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling