+59.7%
WM vs THC
+274.4%
-214.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +1.2% | +3.7% | -2.5% | +0.8% |
| 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% | +5.0% |
| 1Y | +20.3% | +38.8% | -18.4% | +16.2% |
| 3Y | +46.2% | +418.8% | -372.7% | +23.4% |
| All | +59.7% | +274.4% | -214.6% | +37.2% |
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