+341.5%
TSM vs WCC
+135.0%
+206.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | -0.1% |
| 7D | -2.5% | -5.7% | +3.2% | -0.2% |
| 30D | -14.3% | -13.5% | -0.8% | -9.0% |
| 3M | -7.2% | -12.9% | +5.6% | -2.1% |
| 6M | -5.1% | -10.7% | +5.5% | -1.2% |
| YTD | +28.9% | +30.0% | -1.1% | +14.2% |
| 1Y | +37.1% | +24.7% | +12.4% | +23.3% |
| 3Y | +341.5% | +136.6% | +204.9% | +181.6% |
| All | +341.5% | +135.0% | +206.5% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling