+1,643.1%
TSM vs WDC
+653.2%
+989.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | +0.1% |
| 7D | +6.2% | +12.1% | -5.9% | +1.9% |
| 30D | -7.3% | -18.8% | +11.5% | -0.9% |
| 3M | -7.1% | -39.3% | +32.2% | +8.7% |
| 6M | +0.2% | -40.1% | +40.4% | +14.0% |
| YTD | +32.2% | +71.8% | -39.6% | -0.8% |
| 1Y | +42.8% | +88.5% | -45.7% | +2.8% |
| 3Y | +330.4% | +770.0% | -439.6% | +70.3% |
| 5Y | +263.9% | +549.0% | -285.1% | +53.0% |
| All | +1,643.1% | +653.2% | +989.8% | +519.8% |
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 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