+7.8%
WEC vs THC
+50.5%
-42.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | +0.2% | +7.5% | -7.3% | -0.1% |
| 30D | +12.9% | +9.6% | +3.4% | +12.4% |
| 3M | +9.8% | +10.3% | -0.5% | +9.3% |
| 6M | +6.7% | +51.8% | -45.1% | +5.0% |
| YTD | +14.0% | +45.4% | -31.5% | +12.4% |
| All | +7.8% | +50.5% | -42.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling