+259.9%
WMB vs THC
+1,325.8%
-1,065.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.3% |
| 7D | -6.7% | +7.5% | -14.1% | -8.1% |
| 30D | -8.6% | +9.6% | -18.1% | -10.3% |
| 3M | -4.9% | +10.3% | -15.2% | -7.0% |
| 6M | -6.3% | +51.8% | -58.1% | -14.5% |
| YTD | +13.0% | +45.4% | -32.5% | +3.3% |
| 1Y | +14.9% | +40.8% | -25.9% | +5.4% |
| 3Y | +113.4% | +448.8% | -335.4% | +43.3% |
| 5Y | +190.2% | +263.4% | -73.2% | +102.3% |
| 10Y | +259.9% | +1,800.1% | -1,540.2% | +60.3% |
| All | +259.9% | +1,325.8% | -1,065.9% | +60.3% |
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