+42.8%
TSM vs WDC
+82.3%
-39.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -0.2% |
| 7D | +6.2% | +12.1% | -5.9% | +2.5% |
| 30D | -7.3% | -18.8% | +11.5% | -1.8% |
| 3M | -7.1% | -39.3% | +32.2% | +5.7% |
| 6M | +0.2% | -40.1% | +40.4% | +12.0% |
| YTD | +32.2% | +71.8% | -39.6% | +10.0% |
| 1Y | +42.8% | +88.5% | -45.7% | +15.6% |
| All | +42.8% | +82.3% | -39.5% | +15.6% |
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 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