+5,376.0%
WMB vs THC
+508.9%
+4,867.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +3.3% | +1.3% | +2.0% | +2.9% |
| 3M | +3.1% | +64.2% | -61.1% | -7.5% |
| 6M | -0.7% | +8.3% | -9.0% | -3.5% |
| YTD | +25.2% | +33.4% | -8.2% | +16.1% |
| 1Y | +32.9% | +37.7% | -4.8% | +21.9% |
| 3Y | +140.6% | +236.8% | -96.2% | +77.5% |
| 5Y | +273.5% | +249.3% | +24.2% | +160.5% |
| 10Y | +334.2% | +995.2% | -661.0% | +101.0% |
| All | +5,376.0% | +508.9% | +4,867.1% | +2,096.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling