+8,627.7%
WFC vs THC
+508.9%
+8,118.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +3.8% | -0.7% | +4.4% | +3.9% |
| 30D | +1.5% | +1.3% | +0.2% | +1.2% |
| 3M | +10.9% | +64.2% | -53.4% | +0.2% |
| 6M | +8.4% | +8.3% | +0.2% | +5.7% |
| YTD | -1.9% | +33.4% | -35.3% | -8.6% |
| 1Y | +12.3% | +37.7% | -25.3% | +3.7% |
| 3Y | +132.3% | +236.8% | -104.5% | +75.1% |
| 5Y | +130.1% | +249.3% | -119.2% | +65.8% |
| 10Y | +134.4% | +995.2% | -860.9% | +17.2% |
| All | +8,627.7% | +508.9% | +8,118.8% | +3,064.7% |
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 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