+11,028.0%
WDC vs THC
+563.9%
+10,464.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.5% |
| 7D | -14.4% | +7.5% | -21.9% | -15.7% |
| 30D | -27.1% | +9.6% | -36.6% | -28.5% |
| 3M | -33.3% | +10.3% | -43.5% | -34.7% |
| 6M | -39.6% | +51.8% | -91.4% | -45.5% |
| YTD | +68.4% | +45.4% | +23.0% | +52.8% |
| 1Y | +78.2% | +40.8% | +37.4% | +62.5% |
| 3Y | +772.0% | +448.8% | +323.2% | +494.2% |
| 5Y | +584.9% | +263.4% | +321.5% | +390.1% |
| 10Y | +653.4% | +1,800.1% | -1,146.6% | +250.1% |
| All | +11,028.0% | +563.9% | +10,464.1% | +4,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling