+644.7%
TSEM vs WCN
+27.0%
+617.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | +4.7% | -1.7% | +6.5% | +4.7% |
| 30D | -14.2% | -3.0% | -11.3% | -14.2% |
| 3M | -5.0% | +2.5% | -7.6% | -5.8% |
| 6M | +87.6% | -5.7% | +93.3% | +88.8% |
| YTD | +84.4% | -7.4% | +91.9% | +86.3% |
| 1Y | +235.4% | -8.6% | +244.0% | +239.3% |
| 3Y | +668.0% | +19.4% | +648.6% | +612.0% |
| 5Y | +644.7% | +27.2% | +617.5% | +554.8% |
| All | +644.7% | +27.0% | +617.7% | +554.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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