+10,029.5%
WDC vs THC
+550.9%
+9,478.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.2% |
| 3M | -41.6% | +10.4% | -52.0% | -42.9% |
| 6M | -45.4% | +45.7% | -91.0% | -50.3% |
| YTD | +53.3% | +42.6% | +10.7% | +39.6% |
| 1Y | +61.5% | +38.8% | +22.8% | +47.7% |
| 3Y | +712.3% | +418.8% | +293.5% | +459.4% |
| 5Y | +524.2% | +275.7% | +248.6% | +343.6% |
| 10Y | +616.5% | +1,496.2% | -879.7% | +240.5% |
| All | +10,029.5% | +550.9% | +9,478.7% | +3,725.3% |
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