+786.5%
TSEM vs WWD
+439.4%
+347.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.7% |
| 7D | +7.0% | +4.0% | +3.0% | +5.4% |
| 30D | -29.8% | +0.4% | -30.2% | -29.4% |
| 3M | -41.9% | -7.9% | -34.0% | -39.4% |
| 6M | -45.8% | -10.6% | -35.1% | -43.1% |
| YTD | +25.1% | +9.4% | +15.7% | +22.1% |
| 1Y | +48.2% | +25.7% | +22.5% | +36.7% |
| 3Y | +476.5% | +148.5% | +327.9% | +314.9% |
| 5Y | +301.4% | +189.5% | +111.9% | +167.5% |
| All | +786.5% | +439.4% | +347.1% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling