+3,978.4%
WEC vs THC
+508.9%
+3,469.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -1.3% | +1.3% | -2.6% | -1.4% |
| 3M | -3.9% | +64.2% | -68.2% | -6.8% |
| 6M | -8.3% | +8.3% | -16.6% | -9.0% |
| YTD | +3.1% | +33.4% | -30.3% | +0.9% |
| 1Y | +1.9% | +37.7% | -35.7% | -0.5% |
| 3Y | +41.9% | +236.8% | -194.9% | +30.3% |
| 5Y | +30.8% | +249.3% | -218.5% | +18.2% |
| 10Y | +141.9% | +995.2% | -853.3% | +93.8% |
| All | +3,978.4% | +508.9% | +3,469.6% | +2,713.4% |
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 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