+36.0%
TSM vs WDC
+114.4%
-78.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.5% | -0.3% |
| 7D | -10.0% | -18.3% | +8.4% | -4.7% |
| 30D | -18.5% | -26.7% | +8.1% | -11.4% |
| 3M | -4.9% | -40.9% | +36.1% | +8.7% |
| 6M | -1.0% | -26.8% | +25.8% | +4.4% |
| YTD | +31.3% | +88.2% | -56.9% | +5.4% |
| 1Y | +36.0% | +113.2% | -77.2% | +5.8% |
| All | +36.0% | +114.4% | -78.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 1y: compounded portfolio wealth divided by compounded WDC 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…
1y analysis · Full analysis span regression · 6 months rolling