+644.7%
TSEM vs WCC
+228.2%
+416.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +4.7% | +6.8% | -2.1% | +1.7% |
| 30D | -14.2% | -3.0% | -11.2% | -12.9% |
| 3M | -5.0% | +0.2% | -5.3% | -4.4% |
| 6M | +87.6% | +33.2% | +54.4% | +70.6% |
| YTD | +84.4% | +45.8% | +38.6% | +62.2% |
| 1Y | +235.4% | +68.4% | +167.0% | +181.1% |
| 3Y | +668.0% | +131.1% | +536.9% | +471.1% |
| 5Y | +644.7% | +225.6% | +419.1% | +361.5% |
| All | +644.7% | +228.2% | +416.5% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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