+126.3%
WFC vs THC
+423.7%
-297.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +1.0% | +1.6% | +2.4% |
| 30D | +7.0% | +5.3% | +1.7% | +6.3% |
| 3M | -1.8% | +7.1% | -8.9% | -2.7% |
| 6M | +18.4% | +46.0% | -27.6% | +12.6% |
| YTD | -5.6% | +43.9% | -49.5% | -10.5% |
| 1Y | +3.9% | +45.4% | -41.6% | -1.8% |
| 3Y | +126.3% | +421.3% | -295.0% | +64.7% |
| All | +126.3% | +423.7% | -297.3% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling