+86.8%
WFC vs THC
+274.4%
-187.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +1.2% | +3.7% | -2.4% | +0.6% |
| 30D | +5.2% | +9.0% | -3.8% | +3.6% |
| 3M | -3.0% | +10.4% | -13.4% | -4.9% |
| 6M | +6.2% | +45.7% | -39.5% | -1.3% |
| YTD | -7.9% | +42.6% | -50.5% | -14.8% |
| 1Y | +0.3% | +38.8% | -38.5% | -6.9% |
| 3Y | +117.7% | +418.8% | -301.1% | +47.0% |
| All | +86.8% | +274.4% | -187.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling