+928.6%
WDC vs THC
+250.3%
+678.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -10.0% | +1.3% | -11.2% | -10.3% |
| 3M | -18.8% | +64.2% | -83.0% | -30.1% |
| 6M | +79.0% | +8.3% | +70.8% | +73.1% |
| YTD | +171.6% | +33.4% | +138.2% | +145.9% |
| 1Y | +417.4% | +37.7% | +379.7% | +361.5% |
| 3Y | +1,251.8% | +236.8% | +1,015.0% | +797.7% |
| All | +928.6% | +250.3% | +678.3% | +535.4% |
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