+1,641.8%
TSM vs WDC
+725.5%
+916.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.3% | -4.1% | +1.3% |
| 7D | +4.4% | -3.2% | +7.7% | +5.4% |
| 30D | -7.0% | -19.0% | +12.1% | -0.5% |
| 3M | -1.8% | -28.4% | +26.6% | +8.4% |
| 6M | +2.7% | -39.2% | +41.9% | +16.2% |
| YTD | +37.1% | +82.1% | -45.0% | +0.8% |
| 1Y | +43.5% | +84.7% | -41.2% | +4.2% |
| 3Y | +341.5% | +825.6% | -484.1% | +71.0% |
| 5Y | +278.9% | +608.2% | -329.3% | +54.7% |
| 10Y | +1,641.8% | +695.1% | +946.7% | +508.6% |
| All | +1,641.8% | +725.5% | +916.3% | +508.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling