+4.3%
WMT vs THC
+40.1%
-35.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -0.6% |
| 30D | -5.8% | +3.5% | -9.4% | -6.2% |
| 3M | -10.8% | +61.7% | -72.5% | -15.1% |
| 6M | -14.3% | +11.8% | -26.2% | -16.0% |
| YTD | -4.4% | +35.4% | -39.8% | -7.2% |
| 1Y | +4.3% | +37.0% | -32.7% | +0.3% |
| All | +4.3% | +40.1% | -35.7% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling