+266.3%
WMB vs THC
+1,758.3%
-1,492.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -6.9% | +8.8% | -15.8% | -8.5% |
| 30D | -7.2% | +10.0% | -17.2% | -9.0% |
| 3M | -5.4% | +11.7% | -17.1% | -7.7% |
| 6M | -4.9% | +52.5% | -57.3% | -13.3% |
| YTD | +14.7% | +46.1% | -31.4% | +4.8% |
| 1Y | +14.7% | +49.1% | -34.4% | +4.1% |
| 3Y | +116.4% | +439.6% | -323.3% | +45.8% |
| 5Y | +198.5% | +263.2% | -64.6% | +108.2% |
| 10Y | +266.3% | +1,900.5% | -1,634.2% | +62.0% |
| All | +266.3% | +1,758.3% | -1,492.0% | +62.0% |
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