+100.5%
WMB vs THC
+413.3%
-312.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -13.8% | +3.7% | -17.5% | -14.0% |
| 30D | -10.3% | +9.0% | -19.4% | -10.8% |
| 3M | -10.1% | +10.4% | -20.5% | -10.6% |
| 6M | -11.8% | +45.7% | -57.5% | -14.3% |
| YTD | +8.9% | +42.6% | -33.6% | +5.8% |
| 1Y | +14.0% | +38.8% | -24.8% | +10.8% |
| 3Y | +100.5% | +418.8% | -318.3% | +52.4% |
| All | +100.5% | +413.3% | -312.8% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling