+29,154.7%
WM vs THC
+558.0%
+28,596.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.4% |
| 7D | +4.5% | +5.9% | -1.4% | +3.9% |
| 30D | +16.1% | +10.8% | +5.2% | +14.8% |
| 3M | +8.0% | +9.4% | -1.4% | +7.0% |
| 6M | +8.4% | +53.3% | -44.8% | +3.5% |
| YTD | +11.2% | +44.2% | -32.9% | +6.5% |
| 1Y | +22.3% | +37.3% | -15.0% | +17.5% |
| 3Y | +50.2% | +421.6% | -371.4% | +24.7% |
| 5Y | +63.3% | +279.8% | -216.5% | +36.6% |
| 10Y | +355.0% | +1,513.9% | -1,158.8% | +200.2% |
| All | +29,154.7% | +558.0% | +28,596.7% | +15,436.5% |
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