+132.1%
WFC vs THC
+952.2%
-820.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.8% |
| 7D | +1.1% | -2.6% | +3.6% | +1.5% |
| 30D | +0.8% | -1.2% | +2.0% | +1.0% |
| 3M | +9.3% | +58.9% | -49.7% | -0.7% |
| 6M | +10.6% | +9.3% | +1.3% | +7.7% |
| YTD | -4.1% | +30.4% | -34.4% | -10.3% |
| 1Y | +13.6% | +34.6% | -21.0% | +5.2% |
| 3Y | +130.7% | +246.7% | -115.9% | +71.0% |
| 5Y | +126.7% | +244.5% | -117.8% | +61.7% |
| 10Y | +132.1% | +950.1% | -818.0% | +25.1% |
| All | +132.1% | +952.2% | -820.1% | +25.1% |
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