+2.7%
TSM vs WCC
-8.7%
+11.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +0.9% | +2.3% |
| 7D | +4.4% | +3.3% | +1.1% | +2.6% |
| 30D | -7.0% | -9.4% | +2.5% | -2.1% |
| 3M | -1.8% | -10.5% | +8.7% | +3.7% |
| 6M | +2.7% | -10.4% | +13.1% | +8.3% |
| All | +2.7% | -8.7% | +11.4% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling