+265.7%
TSM vs WCC
+139.9%
+125.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | +6.2% | +9.9% | -3.7% | +2.2% |
| 30D | -7.3% | -8.4% | +1.2% | -4.1% |
| 3M | -7.1% | -10.3% | +3.2% | -3.4% |
| 6M | +0.2% | -10.5% | +10.7% | +4.1% |
| YTD | +32.2% | +32.2% | +0.1% | +17.5% |
| 1Y | +42.8% | +25.5% | +17.3% | +29.2% |
| 3Y | +330.4% | +134.7% | +195.7% | +194.9% |
| All | +265.7% | +139.9% | +125.8% | +126.9% |
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