+11,508.1%
TSM vs WCC
+1,536.7%
+9,971.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.1% | -9.9% | +7.9% | +1.1% |
| 30D | -12.5% | -13.4% | +0.9% | -8.7% |
| 3M | -5.0% | -13.5% | +8.5% | -1.0% |
| 6M | -3.2% | -10.6% | +7.4% | -0.1% |
| YTD | +31.5% | +30.1% | +1.4% | +20.8% |
| 1Y | +35.7% | +22.3% | +13.4% | +26.9% |
| 3Y | +323.5% | +130.3% | +193.2% | +218.8% |
| 5Y | +263.4% | +144.5% | +118.9% | +158.9% |
| 10Y | +1,598.5% | +431.8% | +1,166.7% | +770.1% |
| All | +11,508.1% | +1,536.7% | +9,971.4% | +2,735.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling