+12,424.0%
TSM vs WCC
+1,713.7%
+10,710.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +1.7% |
| 7D | +2.7% | +4.5% | -1.7% | +1.4% |
| 30D | +3.6% | -5.8% | +9.4% | +5.4% |
| 3M | -3.4% | -3.7% | +0.3% | -2.3% |
| 6M | +20.6% | +23.1% | -2.4% | +13.0% |
| YTD | +41.9% | +44.2% | -2.3% | +26.6% |
| 1Y | +84.4% | +62.1% | +22.3% | +58.4% |
| 3Y | +380.2% | +121.1% | +259.1% | +264.9% |
| 5Y | +275.3% | +214.0% | +61.4% | +148.5% |
| 10Y | +1,751.4% | +472.8% | +1,278.6% | +824.9% |
| All | +12,424.0% | +1,713.7% | +10,710.3% | +2,870.7% |
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