+278.8%
WMB vs THC
+250.3%
+28.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +0.6% | -0.7% | +1.2% | +0.6% |
| 30D | +3.3% | +1.3% | +2.0% | +3.1% |
| 3M | +3.1% | +64.2% | -61.1% | -2.9% |
| 6M | -0.7% | +8.3% | -9.0% | -1.8% |
| YTD | +25.2% | +33.4% | -8.2% | +20.3% |
| 1Y | +32.9% | +37.7% | -4.8% | +26.8% |
| 3Y | +140.6% | +236.8% | -96.2% | +98.6% |
| All | +278.8% | +250.3% | +28.4% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling