+1,815.4%
TSM vs WDC
+1,272.9%
+542.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.2% |
| 7D | +4.8% | +7.5% | -2.7% | +2.1% |
| 30D | +4.0% | +10.1% | -6.0% | +0.1% |
| 3M | +2.0% | -6.8% | +8.8% | +1.1% |
| 6M | +25.5% | +84.1% | -58.6% | -3.8% |
| YTD | +44.0% | +180.3% | -136.3% | -7.6% |
| 1Y | +75.4% | +411.1% | -335.7% | -11.8% |
| 3Y | +406.7% | +1,375.0% | -968.3% | +69.0% |
| 5Y | +285.0% | +991.6% | -706.6% | +37.1% |
| 10Y | +1,815.4% | +1,309.1% | +506.3% | +482.1% |
| All | +1,815.4% | +1,272.9% | +542.5% | +482.1% |
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