+273.1%
TSM vs WCC
+216.1%
+57.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +1.3% |
| 7D | +2.7% | +4.5% | -1.7% | +1.0% |
| 30D | +3.6% | -5.8% | +9.4% | +5.9% |
| 3M | -3.4% | -3.7% | +0.3% | -2.2% |
| 6M | +20.6% | +23.1% | -2.4% | +10.6% |
| YTD | +41.9% | +44.2% | -2.3% | +22.4% |
| 1Y | +84.4% | +62.1% | +22.3% | +51.6% |
| 3Y | +380.2% | +121.1% | +259.1% | +236.3% |
| All | +273.1% | +216.1% | +57.1% | +111.9% |
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