+134.0%
WFC vs THC
+1,325.8%
-1,191.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | +0.1% | +7.5% | -7.4% | -1.4% |
| 30D | +2.9% | +9.6% | -6.6% | +0.9% |
| 3M | -1.4% | +10.3% | -11.7% | -3.6% |
| 6M | +14.3% | +51.8% | -37.5% | +4.0% |
| YTD | -6.2% | +45.4% | -51.6% | -14.7% |
| 1Y | +1.6% | +40.8% | -39.2% | -7.1% |
| 3Y | +126.9% | +448.8% | -321.9% | +49.9% |
| 5Y | +94.0% | +263.4% | -169.4% | +34.3% |
| 10Y | +134.0% | +1,800.1% | -1,666.0% | +13.6% |
| All | +134.0% | +1,325.8% | -1,191.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling