+84.4%
TSM vs WDC
+441.9%
-357.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.2% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | +3.6% | -10.0% | +13.6% | +5.9% |
| 3M | -3.4% | -18.8% | +15.4% | 0.0% |
| 6M | +20.6% | +79.0% | -58.4% | +0.9% |
| YTD | +41.9% | +171.6% | -129.7% | +6.0% |
| 1Y | +84.4% | +417.4% | -333.0% | +20.3% |
| All | +84.4% | +441.9% | -357.6% | +20.3% |
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