+567.0%
WDC vs THC
+258.4%
+308.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | +1.0% | +11.1% | +11.9% |
| 30D | -18.8% | +5.3% | -24.1% | -19.9% |
| 3M | -39.3% | +7.1% | -46.4% | -40.5% |
| 6M | -40.1% | +46.0% | -86.2% | -46.8% |
| YTD | +71.8% | +43.9% | +27.9% | +52.3% |
| 1Y | +88.5% | +45.4% | +43.0% | +66.5% |
| 3Y | +770.0% | +421.3% | +348.7% | +404.2% |
| All | +567.0% | +258.4% | +308.6% | +314.1% |
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