+1,753.6%
TSM vs WCC
+509.2%
+1,244.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.5% |
| 7D | +6.0% | +8.5% | -2.4% | +3.3% |
| 30D | +4.5% | -1.0% | +5.5% | +4.8% |
| 3M | +3.1% | +2.1% | +1.0% | +2.3% |
| 6M | +30.2% | +36.8% | -6.6% | +17.2% |
| YTD | +45.2% | +47.7% | -2.5% | +27.3% |
| 1Y | +79.6% | +66.5% | +13.0% | +51.1% |
| 3Y | +411.0% | +134.2% | +276.8% | +274.1% |
| 5Y | +290.7% | +231.6% | +59.1% | +148.5% |
| 10Y | +1,753.6% | +508.1% | +1,245.5% | +803.8% |
| All | +1,753.6% | +509.2% | +1,244.4% | +803.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling