+4,360.7%
WEC vs THC
+550.9%
+3,809.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -0.2% | +3.7% | -3.9% | -0.4% |
| 30D | +12.3% | +9.0% | +3.3% | +11.7% |
| 3M | +8.3% | +10.4% | -2.1% | +7.6% |
| 6M | +3.5% | +45.7% | -42.2% | +0.9% |
| YTD | +12.7% | +42.6% | -29.9% | +9.9% |
| 1Y | +8.2% | +38.8% | -30.6% | +5.6% |
| 3Y | +55.9% | +418.8% | -363.0% | +39.6% |
| 5Y | +51.2% | +275.7% | -224.4% | +36.1% |
| 10Y | +177.6% | +1,496.2% | -1,318.6% | +117.6% |
| All | +4,360.7% | +550.9% | +3,809.8% | +2,963.7% |
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