+4,410.0%
WEC vs THC
+563.9%
+3,846.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | +0.2% | +7.5% | -7.3% | -0.2% |
| 30D | +12.9% | +9.6% | +3.4% | +12.3% |
| 3M | +9.8% | +10.3% | -0.5% | +9.1% |
| 6M | +6.7% | +51.8% | -45.1% | +3.9% |
| YTD | +14.0% | +45.4% | -31.5% | +11.0% |
| 1Y | +7.3% | +40.8% | -33.5% | +4.7% |
| 3Y | +63.8% | +448.8% | -385.0% | +46.2% |
| 5Y | +54.8% | +263.4% | -208.6% | +39.5% |
| 10Y | +185.7% | +1,800.1% | -1,614.4% | +122.0% |
| All | +4,410.0% | +563.9% | +3,846.1% | +2,994.0% |
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