+5.6%
WM vs THC
+61.5%
-55.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.6% | -8.0% | +0.8% |
| 7D | +5.9% | +8.8% | -2.9% | +5.1% |
| 30D | +15.4% | +12.6% | +2.8% | +14.2% |
| 3M | +6.3% | +15.4% | -9.0% | +5.0% |
| 6M | +5.6% | +57.7% | -52.1% | +1.9% |
| All | +5.6% | +61.5% | -55.9% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling