+336.4%
WM vs THC
+1,421.6%
-1,085.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +1.2% | +3.7% | -2.5% | +0.9% |
| 30D | +13.1% | +9.0% | +4.0% | +12.2% |
| 3M | +3.6% | +10.4% | -6.8% | +2.7% |
| 6M | +8.1% | +45.7% | -37.6% | +4.3% |
| YTD | +8.9% | +42.6% | -33.7% | +4.9% |
| 1Y | +20.3% | +38.8% | -18.4% | +16.1% |
| 3Y | +46.2% | +418.8% | -372.7% | +24.1% |
| 5Y | +59.9% | +275.7% | -215.8% | +36.8% |
| All | +336.4% | +1,421.6% | -1,085.2% | +229.7% |
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 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