+26,336.4%
WM vs THC
+508.9%
+25,827.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.4% | +1.3% | -3.6% | -2.5% |
| 3M | +0.4% | +64.2% | -63.8% | -4.6% |
| 6M | -9.5% | +8.3% | -17.8% | -10.6% |
| YTD | +0.5% | +33.4% | -32.9% | -3.0% |
| 1Y | -1.1% | +37.7% | -38.8% | -5.0% |
| 3Y | +46.0% | +236.8% | -190.8% | +26.5% |
| 5Y | +51.8% | +249.3% | -197.4% | +28.0% |
| 10Y | +307.5% | +995.2% | -687.7% | +179.4% |
| All | +26,336.4% | +508.9% | +25,827.5% | +14,058.7% |
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 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