+328.7%
WM vs THC
+1,325.8%
-997.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -0.5% | +7.5% | -7.9% | -1.1% |
| 30D | +13.3% | +9.6% | +3.7% | +12.3% |
| 3M | +4.4% | +10.3% | -5.9% | +3.4% |
| 6M | +10.8% | +51.8% | -41.0% | +6.4% |
| YTD | +9.1% | +45.4% | -36.4% | +4.8% |
| 1Y | +19.1% | +40.8% | -21.7% | +14.7% |
| 3Y | +45.7% | +448.8% | -403.1% | +22.5% |
| 5Y | +60.4% | +263.4% | -202.9% | +37.1% |
| 10Y | +328.7% | +1,800.1% | -1,471.3% | +221.0% |
| All | +328.7% | +1,325.8% | -997.0% | +221.0% |
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