+200.8%
WMB vs THC
+258.4%
-57.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +7.8% | +1.0% | +6.9% | +7.7% |
| 30D | -5.1% | +5.3% | -10.4% | -5.7% |
| 3M | -4.7% | +7.1% | -11.8% | -5.6% |
| 6M | -7.4% | +46.0% | -53.4% | -11.8% |
| YTD | +17.5% | +43.9% | -26.5% | +11.7% |
| 1Y | +19.5% | +45.4% | -26.0% | +13.3% |
| 3Y | +121.3% | +421.3% | -300.0% | +70.1% |
| All | +200.8% | +258.4% | -57.6% | +137.9% |
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